LEADER 03616nam 22007815 450 001 9910797650303321 005 20200920195617.0 010 $a1-137-52533-9 024 7 $a10.1057/9781137525338 035 $a(CKB)3710000000483821 035 $a(EBL)4001234 035 $a(SSID)ssj0001617221 035 $a(PQKBManifestationID)16347197 035 $a(PQKBTitleCode)TC0001617221 035 $a(PQKBWorkID)14920894 035 $a(PQKB)10891635 035 $a(SSID)ssj0001556312 035 $a(PQKBManifestationID)16179345 035 $a(PQKBTitleCode)TC0001556312 035 $a(PQKBWorkID)13233630 035 $a(PQKB)11413050 035 $a(DE-He213)978-1-137-52533-8 035 $a(MiAaPQ)EBC4001234 035 $a(EXLCZ)993710000000483821 100 $a20151224d2015 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aTime Series Econometrics$b[electronic resource] $eA Concise Introduction /$fby Terence C. Mills 205 $a1st ed. 2015. 210 1$aLondon :$cPalgrave Macmillan UK :$cImprint: Palgrave Macmillan,$d2015. 215 $a1 online resource (169 p.) 225 1 $aPalgrave Texts in Econometrics,$x2662-6594 300 $aDescription based upon print version of record. 311 $a1-349-57909-2 311 $a1-137-52532-0 320 $aIncludes bibliographical references and index. 327 $aIntroduction -- Modelling stationary time series : the ARMA approach -- Non-stationary time series : differencing and ARIMA modelling -- Unit roots and related topics -- Modelling volatility using GARCH processes -- Forecasting with univariate models -- Modelling multivariate time series : vector autoregressions and Granger causality -- Cointegration in single equations -- Cointegration in systems of equations -- Extensions and developments. 330 $aThis book provides an introductory treatment of time series econometrics, a subject that is of key importance to both students and practitioners of economics. It contains material that any serious student of economics and finance should be acquainted with if they are seeking to gain an understanding of a real functioning economy. 410 0$aPalgrave Texts in Econometrics,$x2662-6594 606 $aEconomic theory 606 $aStatistics  606 $aEconometrics 606 $aFinance 606 $aManagement 606 $aEconomic Theory/Quantitative Economics/Mathematical Methods$3https://scigraph.springernature.com/ontologies/product-market-codes/W29000 606 $aStatistical Theory and Methods$3https://scigraph.springernature.com/ontologies/product-market-codes/S11001 606 $aEconometrics$3https://scigraph.springernature.com/ontologies/product-market-codes/W29010 606 $aFinance, general$3https://scigraph.springernature.com/ontologies/product-market-codes/600000 606 $aManagement$3https://scigraph.springernature.com/ontologies/product-market-codes/515000 615 0$aEconomic theory. 615 0$aStatistics . 615 0$aEconometrics. 615 0$aFinance. 615 0$aManagement. 615 14$aEconomic Theory/Quantitative Economics/Mathematical Methods. 615 24$aStatistical Theory and Methods. 615 24$aEconometrics. 615 24$aFinance, general. 615 24$aManagement. 676 $a330.01/51955 700 $aMills$b Terence C$4aut$4http://id.loc.gov/vocabulary/relators/aut$089162 906 $aBOOK 912 $a9910797650303321 996 $aTime Series Econometrics$93847935 997 $aUNINA