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Modelling Trends And Cycles In Economic Time Series 2003 Edition at Meripustak

Modelling Trends And Cycles In Economic Time Series 2003 Edition

Books from same Author: T. Mills

Books from same Publisher: Palgrave

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    • General Information  
    Author(s)T. Mills
    PublisherPalgrave
    ISBN9781403902092
    Pages178
    BindingPaperback
    LanguageEnglish
    Publish YearSeptember 2003

    Description

    Palgrave Modelling Trends And Cycles In Economic Time Series 2003 Edition by T. Mills

    Modelling trends and cycles in economic time series has a long history with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. Terence Mills introduces these various approaches to allow students and researchers to appreciate the variety of techniques and the considerations that underpin their choice for modelling trends and cycles. Table of contents : Introduction 'Classical' Techniques of Modelling Trends and Cycles Stochastic Trends and Cycles Filtering Economic Time Series Nonlinear and Nonparametric Trend Modelling Multivariate Modelling of Trends and Cycles Conclusions References Index