Table of Contents: Time series econometrics :

Bibliographic Details
Main Author:	Mills, Terence C., (Author)
Format:	eBook
Language:	English
Published:	Houndmills, Basingstoke, Hampshire ; New York : Palgrave Macmillan, 2015.
Subjects:	Econometrics. Time-series analysis. Electronic books.
Online Access:	Click to View

Table of Contents:

Introduction
Modelling stationary time series : the ARMA approach
Non-stationary time series : differencing and ARIMA modelling
Unit roots and related topics
Modelling volatility using GARCH processes
Forecasting with univariate models
Modelling multivariate time series : vector autoregressions and Granger causality
Cointegration in single equations
Cointegration in systems of equations
Extensions and developments.