Mills T. Modelling Trends and Cycles in Economic Time Series 2003
Download this torrent!
Mills T. Modelling Trends and Cycles in Economic Time Series 2003
To start this P2P download, you have to install a BitTorrent client like qBittorrent
Category: Other
Total size: 973.74 kB
Added: 2025-03-10 23:39:03
Share ratio:
11 seeders,
4 leechers
Info Hash: 75C7A25EEEE8B400DCFAB39612A1FDFB3F80069F
Last updated: 4.7 hours ago
Description:
Textbook in PDF format
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. Terence Mills introduces these various approaches to allow students and researchers to appreciate the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.
‘Classical’ Techniques of Modelling Trends and Cycles
Stochastic Trends and Cycles
Filtering Economic Time Series
Nonlinear and Nonparametric Trend Modelling
Multivariate Modelling of Trends and Cycles
Conclusions