A Very British Affair

Six Britons and the Development of Time Series Analysis During the 20th Century

T. Mills (Autor)

Buch | Softcover

437 Seiten

2013 | 1st ed. 2013
Palgrave Macmillan (Verlag)
978-1-349-35027-8 (ISBN)

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This 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.

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

Time Series Analysis and the British Yule: The time-correlation Problem, Nonsense Correlations, Periodicity and Autoregressions Kendall: Generalizations and Extensions of Stationary Autoregressive Models Durbin: Inference, Estimation, Seasonal Adjustment and Structural Modelling Jenkins: Inference in Autoregressive Models and Spectral Analysis Box and Jenkins: Time Series Analysis, Forecasting and Control Box and Jenkins: Modelling Seasonal Time Series and Transfer Function Analysis Box and Jenkins: Developments Post-1970 Granger: Spectral Analysis, Causality, Forecasting, Model Interpretation and Non-linearity Granger: Long Memory, Fractional Differencing, Spurious Regressions and Cointegration The End of the Affair?

Erscheinungsdatum	26.05.2016
Reihe/Serie	Palgrave Advanced Texts in Econometrics
Zusatzinfo	XIII, 437 p.
Verlagsort	Basingstoke
Sprache	englisch
Maße	140 x 216 mm
Themenwelt	Geschichte ► Teilgebiete der Geschichte ► Wirtschaftsgeschichte
	Wirtschaft ► Allgemeines / Lexika
	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
Schlagworte	Cointegration • Forecasting • Integration • Modeling • Regression • Time Series • Time Series Analysis
ISBN-10	1-349-35027-3 / 1349350273
ISBN-13	978-1-349-35027-8 / 9781349350278
Zustand	Neuware