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The Foundations of Modern Time Series Analysis by Terence C. Mills

The Foundations of Modern Time Series Analysis

by Terence C. Mills
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Book cover type: Paperback
  • ISBN13: 9781349331352
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Palgrave MacMillan
  • Publication Date:
  • Pages: 461
  • Original Price: EUR 99.99
  • Language: English
  • Edition: 2011
  • Item Weight: 713 grams
  • BISAC Subject(s): Probability & Statistics / General, Econometrics, and Economic History

This 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.

TERENCE MILLS is Professor of Applied Statistics and Econometrics at Loughborough University, UK, having previously held professorial appointments at City University Business School and the University of Hull, UK. He has over 200 publications in a wide range of areas, including The Palgrave Handbook of Econometrics, Volumes 1 and 2 (co-edited with Kerry Patterson).

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