书目名称 | Modelling Trends and Cycles in Economic Time Series |
编辑 | Terence C. Mills |
视频video | |
概述 | Expands on the research in the area of trends and cycles over the last (almost) two decades.Highlights the developments in econometrics then led to an overhaul of the techniques used to extract trends |
丛书名称 | Palgrave Texts in Econometrics |
图书封面 |  |
描述 | 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.. |
出版日期 | Book 2021Latest edition |
关键词 | Econometrics; Modelling; Time series; Trends; Cycles; Filters; Economic Time Series |
版次 | 2 |
doi | https://doi.org/10.1007/978-3-030-76359-6 |
isbn_softcover | 978-3-030-76361-9 |
isbn_ebook | 978-3-030-76359-6Series ISSN 2662-6594 Series E-ISSN 2662-6608 |
issn_series | 2662-6594 |
copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |