Book Details
Format
Hardback or Cased Book
Book Series
Palgrave Texts in Econometrics
ISBN-10
3030763587
ISBN-13
9783030763589
Edition
Second Edition 2021
Publisher
Springer Nature Switzerland AG
Imprint
Springer Nature Switzerland AG
Country of Manufacture
CH
Country of Publication
GB
Publication Date
Jul 31st, 2021
Print length
214 Pages
Weight
404 grams
Dimensions
22.00 x 15.50 x 1.80 cms
Product Classification:
Economics, finance, business & managementEconomics, Finance, Business and ManagementEconomic theory & philosophyEconomic theory and philosophyMacroeconomicsEconometricsEconometrics and economic statisticsFinanceFinance and the finance industryProbability & statisticsProbability and statistics
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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.
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.
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