LEADER 03223nam 22008175 450 001 9910968658403321 005 20250609111716.0 010 $a9781137525338 010 $a1137525339 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(Perlego)3487957 035 $a(MiAaPQ)EBC4331949 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 $eA Concise Introduction /$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 $aPalgrave Texts in Econometrics,$x2662-6608 300 $aDescription based upon print version of record. 311 08$a9781349579099 311 08$a1349579092 311 08$a9781137525321 311 08$a1137525320 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,$x2662-6608 606 $aEconometrics 606 $aStatistics 606 $aFinance 606 $aManagement 606 $aQuantitative Economics 606 $aStatistical Theory and Methods 606 $aEconometrics 606 $aFinancial Economics 606 $aManagement 615 0$aEconometrics. 615 0$aStatistics. 615 0$aFinance. 615 0$aManagement. 615 14$aQuantitative Economics. 615 24$aStatistical Theory and Methods. 615 24$aEconometrics. 615 24$aFinancial Economics. 615 24$aManagement. 676 $a330.01/51955 700 $aMills$b Terence C$4aut$4http://id.loc.gov/vocabulary/relators/aut$089162 906 $aBOOK 912 $a9910968658403321 996 $aTime Series Econometrics$94332500 997 $aUNINA