Modelling Trends and Cycles in Economic Time Series
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 ti...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
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Cham :
Springer International Publishing
2021.
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| Edición: | 2nd ed |
| Colección: | Springer eBooks.
Palgrave Texts in Econometrics, |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b45576579*spi |
| Sumario: | 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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| Descripción Física: | XI, 214 páginas : 50 ilustraciones, 49 ilustraciones (color) |
| Formato: | Forma de acceso: World Wide Web. |
| ISBN: | 9783030763596 |
