03035nam 22006975 450 991049516650332120251113192355.09783030763596303076359510.1007/978-3-030-76359-6(CKB)4100000011994656(MiAaPQ)EBC6688972(Au-PeEL)EBL6688972(OCoLC)1263027850(DE-He213)978-3-030-76359-6(EXLCZ)99410000001199465620210729d2021 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierModelling Trends and Cycles in Economic Time Series /by Terence C. Mills2nd ed. 2021.Cham :Springer International Publishing :Imprint: Palgrave Macmillan,2021.1 online resource (219 pages)Palgrave Texts in Econometrics,2662-66089783030763589 3030763587 Includes bibliographical references and indexes.1 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.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. 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.Palgrave Texts in Econometrics,2662-6608EconometricsStatisticsMacroeconomicsFinanceQuantitative EconomicsEconometricsStatistics in Business, Management, Economics, Finance, InsuranceMacroeconomics and Monetary EconomicsFinancial EconomicsEconometrics.Statistics.Macroeconomics.Finance.Quantitative Economics.Econometrics.Statistics in Business, Management, Economics, Finance, Insurance.Macroeconomics and Monetary Economics.Financial Economics.338.542015195338.54015118Terence C. Mills89162MiAaPQMiAaPQMiAaPQBOOK9910495166503321Modelling trends and cycles in economic time series38472UNINA