© 2015

Time Series Econometrics

A Concise Introduction


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

  1. 1.School of Business and EconomicsLoughborough UniversityUK

About the authors

Terence C. Mills is Professor of Applied Statistics and Econometrics at Loughborough University. He has published over 200 articles and books on topics ranging from economic history and the history of econometric thought, through economics, econometrics and finance, to health and well-being, climatology and meteorology.

Bibliographic information

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