Time Series Techniques for Economists - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Time Series Techniques for Economists write by Terence C. Mills. This book was released on 1990. Time Series Techniques for Economists available in PDF, EPUB and Kindle. The application of time series techniques in economics has become increasingly important, both for forecasting purposes and in the empirical analysis of time series in general. In this book, Terence Mills not only brings together recent research at the frontiers of the subject, but also analyses the areas of most importance to applied economics. It is an up-to-date text which extends the basic techniques of analysis to cover the development of methods that can be used to analyse a wide range of economic problems. The book analyses three basic areas of time series analysis: univariate models, multivariate models, and non-linear models. In each case the basic theory is outlined and then extended to cover recent developments. Particular emphasis is placed on applications of the theory to important areas of applied economics and on the computer software and programs needed to implement the techniques. This book clearly distinguishes itself from its competitors by emphasising the techniques of time series modelling rather than technical aspects such as estimation, and by the breadth of the models considered. It features many detailed real-world examples using a wide range of actual time series. It will be useful to econometricians and specialists in forecasting and finance and accessible to most practitioners in economics and the allied professions.
Time Series in Economics and Finance
Time Series in Economics and Finance - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Time Series in Economics and Finance write by Tomas Cipra. This book was released on 2020-08-31. Time Series in Economics and Finance available in PDF, EPUB and Kindle. This book presents the principles and methods for the practical analysis and prediction of economic and financial time series. It covers decomposition methods, autocorrelation methods for univariate time series, volatility and duration modeling for financial time series, and multivariate time series methods, such as cointegration and recursive state space modeling. It also includes numerous practical examples to demonstrate the theory using real-world data, as well as exercises at the end of each chapter to aid understanding. This book serves as a reference text for researchers, students and practitioners interested in time series, and can also be used for university courses on econometrics or computational finance.
Modelling Trends and Cycles in Economic Time Series
Modelling Trends and Cycles in Economic Time Series - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Modelling Trends and Cycles in Economic Time Series write by Terence C. Mills. This book was released on 2021-07-29. Modelling Trends and Cycles in Economic Time Series available in PDF, EPUB and Kindle. 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.
Forecasting Economic Time Series
Forecasting Economic Time Series - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Forecasting Economic Time Series write by C. W. J. Granger. This book was released on 2014-05-10. Forecasting Economic Time Series available in PDF, EPUB and Kindle. Economic Theory, Econometrics, and Mathematical Economics, Second Edition: Forecasting Economic Time Series presents the developments in time series analysis and forecasting theory and practice. This book discusses the application of time series procedures in mainstream economic theory and econometric model building. Organized into 10 chapters, this edition begins with an overview of the problem of dealing with time series possessing a deterministic seasonal component. This text then provides a description of time series in terms of models known as the time-domain approach. Other chapters consider an alternative approach, known as spectral or frequency-domain analysis, that often provides useful insights into the properties of a series. This book discusses as well a unified approach to the fitting of linear models to a given time series. The final chapter deals with the main advantage of having a Gaussian series wherein the optimal single series, least-squares forecast will be a linear forecast. This book is a valuable resource for economists.
Time Series Models for Business and Economic Forecasting
Time Series Models for Business and Economic Forecasting - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Time Series Models for Business and Economic Forecasting write by Philip Hans Franses. This book was released on 2014-04-24. Time Series Models for Business and Economic Forecasting available in PDF, EPUB and Kindle. With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and example-driven approach, this textbook summarises the most critical decisions, techniques and steps involved in creating forecasting models for business and economics. Students are led through the process with an entirely new set of carefully developed theoretical and practical exercises. Chapters examine the key features of economic time series, univariate time series analysis, trends, seasonality, aberrant observations, conditional heteroskedasticity and ARCH models, non-linearity and multivariate time series, making this a complete practical guide. Downloadable datasets are available online.
