Time Series Econometrics: A Concise Introduction – (Palgrave Texts in Econometrics)

Download Time Series Econometrics: A Concise Introduction – (Palgrave Texts in Econometrics) written by Terence C. Mills in PDF format. This book is under the category Economics and bearing the isbn/isbn13 number 1137525320/9781137525321. You may reffer the table below for additional details of the book.

$19.99

SKU: 22c5a901070d Category: Tag:

Specifications

book-author

Terence C. Mills

publisher

Palgrave Macmillan; 1st edition (2015)

file-type

PDF

pages

169 pages

language

English

asin

B015YB0FMC

isbn10

1137525320

isbn13

9781137525321


Book Description

This ebook; Time Series Econometrics: A Concise Introduction (PDF); provides an introductory treatment of time series econometrics; a subject that is of key importance to both college 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.

NOTE: This sale only includes the ebook Time Series Econometrics: A Concise Introduction in PDF. No codes included

Table of contents


Table of contents :
1. Introduction
2. Modelling Stationary Time Series: the ARMA Approach
3. Non-stationary Time Series: Differencing and ARIMA Modelling
4. Unit Roots and Related Topics
5. Modelling Volatility using GARCH Processes
6. Forecasting with Univariate Models
7. Modelling Multivariate Time Series: Vector Autoregressions and Granger Causality
8. Cointegration in Single Equations
9. Cointegration in Systems of Equations
10. Extensions and Developments
Index

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