The foundations of modern time series analysis / Terence C. Mills.
Material type:
TextSeries: Palgrave advanced texts in econometricsNew York : Palgrave Macmillan, 2011Description: xiv, 461 páginas : ilustraciones, gráficas ; 24 cmContent type: - Texto
- Sin mediación
- volumen
- 9780230290181
- Análisis de series de tiempo
- Historia económica
- Econometría
- C19 - Métodos econométricos y estadísticos y metodología: generalidades: Otros
- C22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión
- C57 - Econometría de juegos y remates
- 519.55 M45f 21
- C19
- C22
- C57
| Item type | Home library | Call number | Vol info | Status | Notes | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|---|---|
| LIBRO FISICO | Biblioteca Principal | 519.55 M45f (Browse shelf(Opens below)) | Ejemplar 1 | Available | Mantener en colección | 29004024973017 |
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| 519.55 K15n Nonlinear time series analysis / | 519.55 L874i 2.ed. Introduction to multiple time series analysis / | 519.55 L87n New introduction to multiple time series analysis / | 519.55 M45f The foundations of modern time series analysis / | 519.55 M45t Time series techniques for economists / | 519.55 P37e Econometría de las series temporales / | 519.55 P37m Métodos no paramétricos para el análisis de series de tiempo / |
Incluye referencias bibliográficas (páginas 431-452) e índice.
1 Prolegomenon: a personal perspective and an explanation of the structure of the book -- 2 Yule and hooker and the concepts of correlation and trend -- 3 Schuster, beveridge and periodogram analysis -- 4 Detrending and the variate difference method: student, pearson and their critics -- 5 Nonsense correlations, random shocks and induced cycles: yule, slutzky and working -- 6 Periodicities in sunspots and air pressure: yule, walker and the modelling of superposed fluctuations and disturbances -- 7 The formal modelling of stationary time series: wold and the russians -- 8 Generalizations and extensions of stationary autoregressive models: from kendall to box and jenkins -- 9 Statistical inference, estimation and model building for stationary time series -- 10 Dealing with nonstationarity : detrending, smoothing and differencing -- 11 Forecasting nonstationary time series -- 12 Modelling dynamic relationships between time series -- 13 Spectral analysis of time series: the periodogram revisited and reclaimed -- 14 Tacking seasonal patterns in time series -- 26 Emerging themes -- 16 The scene is set.
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