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The Econometric Modelling of Financial Time Series
Cambridge University Press 1999; US$ 40.00Fully revised and updated, the second edition of the best-selling The Econometric Modelling of Financial Time Series provides comprehensive coverage of the variety of models currently used in the empirical analysis of financial markets. Data appendix available online at www.lboro.ac.uk/departments/ec/cup more...
Modelling Trends and Cycles in Economic Time Series
Palgrave Macmillan 2003; US$ 46.00Modelling 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... more...
The Foundations of Modern Time Series Analysis
Palgrave Macmillan 2011; US$ 115.00This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication in 1970, showing how these methods laid the foundations for the modern techniques of Time Series analysis that are in use today. more...
A Very British Affair
Palgrave Macmillan 2012; US$ 100.00This book develops the major themes of time series analysis from its formal beginnings in the early part of the 20th century to the present day through the research of six distinguished British statisticians, all of whose work is characterised by the British traits of pragmatism and the desire to solve practical problems of importance. more...
The Econometric Modelling of Financial Time Series
Cambridge University Press 2008; US$ 42.00The latest research techniques and findings relating to the empirical analysis of financial markets. more...
Palgrave Handbook of Econometrics
Palgrave Macmillan 2009; US$ 81.00Following the seminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finest academics working in econometrics today and explores applied econometrics, containing contributions on subjects including growth/development econometrics and applied econometrics and computing. more...
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