Books

Books : reviews

Terence C. Mills.
Time Series Techniques for Economists.
CUP. 1990


Contents:

  1.  
    1. Introduction
  2. Exploratory alalysis of economic time series
    1. The graphical display of time series
    2. Summarising time series
      • histograms • stem-and-leaf • boxplots • rootograms
    3. Transforming and smoothing time series
  3. The modelling of univariate economic time series
    1. Stationary stochastic time series models
    2. Modelling non-stationary processes
    3. Forecasting using ARIMA models
    4. ARIMA model building
    5. Exponential smooting and its relationship to ARIMA modelling
    6. Modelling seasonal time series
    7. Further topics in univariate time series modelling
  4. The modelling of multivariate economic time series
    1. Intervention analysis and the detection of outliers
    2. Transfer function-noise models
    3. Multiple time series modelling
  5. Nonlinear time series models
    1. Conditional variance models and related topics
    2. State dependent models