The Foundations of Modern Time Series Analysis

By:

Terence C. Mills

Format:

Hardback

Series:

Palgrave Advanced Texts in Econometrics

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Description

This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication in 1970, showing how these methods laid the foundations for the modern techniques of Time Series analysis that are in use today.

Author Biography:

TERENCE MILLS is Professor of Applied Statistics and Econometrics at Loughborough University, UK, having previously held professorial appointments at City University Business School and the University of Hull, UK. He has over 200 publications in a wide range of areas, including The Palgrave Handbook of Econometrics, Volumes 1 and 2 (co-edited with Kerry Patterson).

Release date NZ

June 29th, 2011

Author

Terence C. Mills

Audience

Professional & Vocational

Illustrations

XIV, 461 p.

Pages

461

Series

Palgrave Advanced Texts in Econometrics

Dimensions

155x235x33

ISBN-13

9780230290181

Product ID

10413832

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