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Modelling Trends and Cycles in Economic Time Series. Second Edition 2021
・ISBN 978-3-030-76361-9 paper EUR 109.99
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★★★
| 著者・編者 | Mills, Terence C., |
|---|---|
| シリーズ | (Palgrave Texts in Econometrics) |
| 出版社 | (Springer Nature Switzerland AG, SZ) |
| 出版年月 | 2022 |
| ページ数 | 214 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A02-83720＞ |
解説
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.