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  • © 2011

The Foundations of Modern Time Series Analysis

Palgrave Macmillan

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Part of the book series: Palgrave Advanced Texts in Econometrics (PATEC)

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Table of contents (16 chapters)

  1. Front Matter

    Pages i-xiv
  2. Schuster, Beveridge and Periodogram Analysis

    • Terence C. Mills
    Pages 18-29
  3. Forecasting Nonstationary Time Series

    • Terence C. Mills
    Pages 289-316
  4. Tackling Seasonal Patterns in Time Series

    • Terence C. Mills
    Pages 375-395
  5. Emerging Themes

    • Terence C. Mills
    Pages 396-402
  6. The Scene is Set

    • Terence C. Mills
    Pages 403-418
  7. Back Matter

    Pages 419-461

About this book

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.

Authors and Affiliations

  • Department of Economics, Loughborough University, UK

    Terence C. Mills

About the author

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).

Bibliographic Information

Buy it now

Buying options

eBook USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access