LEADER 03031nam  22006975  450 
001 9910495166503321
005 20240322002436.0
010   $a9783030763596
010   $a3030763595
024 7 $a10.1007/978-3-030-76359-6
035   $a(CKB)4100000011994656
035   $a(MiAaPQ)EBC6688972
035   $a(Au-PeEL)EBL6688972
035   $a(OCoLC)1263027850
035   $a(DE-He213)978-3-030-76359-6
035   $a(EXLCZ)994100000011994656
100   $a20210729d2021      u|         0
101 0 $aeng
135   $aurcnu||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aModelling Trends and Cycles in Economic Time Series /$fby Terence C. Mills
205   $a2nd ed. 2021.
210  1$aCham :$cSpringer International Publishing :$cImprint: Palgrave Macmillan,$d2021.
215   $a1 online resource (219 pages)
225 1 $aPalgrave Texts in Econometrics,$x2662-6608
311 08$a9783030763589 
311 08$a3030763587 
320   $aIncludes bibliographical references and indexes.
327   $a1 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.
330   $aModelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. In this second edition, Terence Mills expands on the research in the area of trends and cycles over the last (almost) two decades, to highlight to students and researchers the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.
410  0$aPalgrave Texts in Econometrics,$x2662-6608
606   $aEconometrics
606   $aStatistics
606   $aMacroeconomics
606   $aFinance
606   $aQuantitative Economics
606   $aEconometrics
606   $aStatistics in Business, Management, Economics, Finance, Insurance
606   $aMacroeconomics and Monetary Economics
606   $aFinancial Economics
615  0$aEconometrics.
615  0$aStatistics.
615  0$aMacroeconomics.
615  0$aFinance.
615 14$aQuantitative Economics.
615 24$aEconometrics.
615 24$aStatistics in Business, Management, Economics, Finance, Insurance.
615 24$aMacroeconomics and Monetary Economics.
615 24$aFinancial Economics.
676   $a338.542015195
676   $a338.54015118
700   $aTerence C. Mills$089162
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910495166503321
996   $aModelling trends and cycles in economic time series$938472
997   $aUNINA