Time Series Econometrics

A Concise Introduction

  • Terence C. Mills

Part of the Palgrave Texts in Econometrics book series (PTEC)

Table of contents

  1. Front Matter
    Pages i-viii
  2. Terence C. Mills
    Pages 1-4
  3. Terence C. Mills
    Pages 58-71
  4. Terence C. Mills
    Pages 72-84
  5. Terence C. Mills
    Pages 85-97
  6. Terence C. Mills
    Pages 114-133
  7. Terence C. Mills
    Pages 134-146
  8. Terence C. Mills
    Pages 147-152
  9. Back Matter
    Pages 153-156

About this book


This book provides an introductory treatment of time series econometrics, a subject that is of key importance to both students and practitioners of economics. It contains material that any serious student of economics and finance should be acquainted with if they are seeking to gain an understanding of a real functioning economy.


Time series econometrics economics finance cointegration forecasting GARCH integration modeling regression time series unit roots volatility

Authors and affiliations

  • Terence C. Mills
    • 1
  1. 1.School of Business and EconomicsLoughborough UniversityUK

Bibliographic information

Industry Sectors
Finance, Business & Banking