This book develops the major themes of time series analysis from its formal beginnings in the early part of the 20th century to the present day through the research of six distinguished British statisticians, all of whose work is characterised by the British traits of pragmatism and the desire to solve practical problems of importance.
show more 
show less
| |
| |
| List of Tables | |
| |
| |
| List of Figures | |
| |
| |
| |
| Time Series Analysis and the British | |
| |
| |
| |
| Yule: The Time-Correlation Problem, Nonsense Correlations, Periodicity and Autoregressions | |
| |
| |
| |
| Kendall: Generalizations and Extensions of Stationary Autoregressive Models | |
| |
| |
| |
| Durbin: Inference, Estimation, Seasonal Adjustment and Structural Modelling | |
| |
| |
| |
| Jenkins: Inference in Autoregressive Models and the Development of Spectral Analysis | |
| |
| |
| |
| Box and Jenkins: Time Series Analysis, Forecasting and Control | |
| |
| |
| |
| Box and Jenkins: Modelling Seasonal Time Series and Transfer Function Analysis | |
| |
| |
| |
| Box and Jenkins: Developments post-1970 | |
| |
| |
| |
| Granger: Spectral Analysis, Causality, Forecasting, Model Interpretation and Non-linearity | |
| |
| |
| |
| Granger: Long Memory, Fractional Differencing, Spurious Regressions and Co-integration | |
| |
| |
| |
| The End of the Affair? | |
| |
| |
| Notes | |
| |
| |
| References | |
| |
| |
| Index | |
TERENCE MILLSÂ 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).
