Applied Time Series Analysis
Latest Publications

TOTAL DOCUMENTS

23

(FIVE YEARS 23)

H-INDEX

1

(FIVE YEARS 1)

Published By Elsevier

9780128131176

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Vector Autoregressions and Granger Causality

Applied Time Series Analysis ◽

10.1016/b978-0-12-813117-6.00013-2 ◽

2019 ◽

pp. 211-231

Author(s):

Terence C. Mills

Keyword(s):

Granger Causality ◽

Vector Autoregressions

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Time Series and Their Features

Applied Time Series Analysis ◽

10.1016/b978-0-12-813117-6.00001-6 ◽

2019 ◽

pp. 1-12

Author(s):

Terence C. Mills

Keyword(s):

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Error Correction, Spurious Regressions, and Cointegration

Applied Time Series Analysis ◽

10.1016/b978-0-12-813117-6.00014-4 ◽

2019 ◽

pp. 233-253

Author(s):

Terence C. Mills

Keyword(s):

Error Correction

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Some Concluding Remarks

Applied Time Series Analysis ◽

10.1016/b978-0-12-813117-6.00018-1 ◽

2019 ◽

pp. 311-313

Author(s):

Terence C. Mills

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Seasonality and Exponential Smoothing

Applied Time Series Analysis ◽

10.1016/b978-0-12-813117-6.00009-0 ◽

2019 ◽

pp. 145-160

Author(s):

Terence C. Mills

Keyword(s):

Exponential Smoothing

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Breaking and Nonlinear Trends

Applied Time Series Analysis ◽

10.1016/b978-0-12-813117-6.00006-5 ◽

2019 ◽

pp. 103-119

Author(s):

Terence C. Mills

Keyword(s):

Nonlinear Trends

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Vector Autoregressions With Integrated Variables, Vector Error Correction Models, and Common Trends

Applied Time Series Analysis ◽

10.1016/b978-0-12-813117-6.00015-6 ◽

2019 ◽

pp. 255-279

Author(s):

Terence C. Mills

Keyword(s):

Error Correction ◽

Vector Autoregressions ◽

Error Correction Models ◽

Common Trends ◽

Vector Error Correction ◽

Vector Error ◽

Vector Error Correction Models

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Front-matter

Applied Time Series Analysis ◽

10.1016/b978-0-12-813117-6.00019-3 ◽

2019 ◽

pp. i-iii

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Volatility and Generalized Autoregressive Conditional Heteroskedastic Processes

Applied Time Series Analysis ◽

10.1016/b978-0-12-813117-6.00010-7 ◽

2019 ◽

pp. 161-171

Author(s):

Terence C. Mills

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Unit Roots, Difference and Trend Stationarity, and Fractional Differencing

Applied Time Series Analysis ◽

10.1016/b978-0-12-813117-6.00005-3 ◽

2019 ◽

pp. 71-101 ◽

Author(s):

Terence C. Mills

Keyword(s):

Fractional Differencing

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