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The Foundations of Modern Time Series Analysis 1st ed. 2011 Edition
Author(s): Terence C. Mills (Author)
- Publisher: Palgrave Macmillan
- Publication Date: 1 Jan. 2011
- Edition: 1st ed. 2011
- Language: English
- Print length: 475 pages
- ISBN-10: 134933135X
- ISBN-13: 9781349331352
Book Description
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.
Editorial Reviews
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).
