Modelling Trends and Cycles in Economic Time Series

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Modelling Trends and Cycles in Economic...

Modelling Trends and Cycles in Economic Time Series

Name: Modelling Trends and Cycles in Economic Time Series
ISBN: 9781403902085

Terence C. Mills

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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.

Thể loại:

Mathematics

Năm:

2003

Nhà xuát bản:

Palgrave Macmillan

Ngôn ngữ:

english

Trang:

191

ISBN 10:

1403902089