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OverviewModelling 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. In this second edition, Terence Mills expands on the research in the area of trends and cycles over the last (almost) two decades, to highlight to students and researchers the variety of techniques and the considerations that underpin their choice for modelling trends and cycles. Full Product DetailsAuthor: Terence C. MillsPublisher: Springer Nature Switzerland AG Imprint: Springer Nature Switzerland AG Edition: 2nd ed. 2021 Weight: 0.305kg ISBN: 9783030763619ISBN 10: 3030763617 Pages: 214 Publication Date: 31 July 2022 Audience: College/higher education , Postgraduate, Research & Scholarly , Undergraduate Format: Paperback Publisher's Status: Active Availability: Manufactured on demand  We will order this item for you from a manufactured on demand supplier. Table of Contents1 Introduction.- 2 ‘Classical’ Techniques of Modelling Trends and Cycles.- 3 Stochastic Trends and Cycles.- 4 Filtering Economic Time Series.- 5 Nonlinear and Nonparametric Trend and Cycle Modelling.- 6 Multivariate Modelling of Trends and Cycles.- 7 Conclusions.ReviewsAuthor InformationTerence C. Mills is Emeritus Professor of Applied Statistics and Econometrics at Loughborough University, UK, where he was previously Head of the department of Economics. He previously held professorial appointments at City University business school and Hull. He is the author of Time Series Techniques for Economists and The Econometric Modelling of Financial Time Series, plus over one hundred articles in journals and books. Tab Content 6Author Website:Countries AvailableAll regions |
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