{"title":"Terence C Mills","description":null,"products":[{"product_id":"econometric-modelling-of-financial-time-series-book-terence-c-mills-9780521624923","title":"The Econometric Modelling of Financial Time Series","description":"Terence Mills' best-selling graduate textbook provides detailed coverage of research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. This third edition, co-authored with Raphael Markellos, contains a wealth of material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long memory characteristics found in financial time series. The central material on unit root processes and the modelling of trends and structural breaks has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accompanied by a new chapter on nonlinearity and its testing.","brand":"WoB","offers":[{"title":"GB \/ VERY_GOOD \/ INTERNAL","offer_id":49523760496913,"sku":"GOR004141598","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0521624924.jpg?v=1751167474"},{"product_id":"econometric-modelling-of-financial-time-series-book-terence-c-mills-9780521710091","title":"The Econometric Modelling of Financial Time Series","description":"Terence Mills' best-selling graduate textbook provides detailed coverage of research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. This third edition, co-authored with Raphael Markellos, contains a wealth of material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long memory characteristics found in financial time series. The central material on unit root processes and the modelling of trends and structural breaks has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accompanied by a new chapter on nonlinearity and its testing.","brand":"WoB","offers":[{"title":"GB \/ VERY_GOOD \/ INTERNAL","offer_id":49564620751121,"sku":"GOR004556899","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"US \/ GOOD \/ SBYB","offer_id":51857379131665,"sku":"CIN052171009XG","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ INGRAM","offer_id":52403657146641,"sku":"NLS9780521710091","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/052171009X.jpg?v=1751197981"},{"product_id":"palgrave-handbook-of-econometrics-book-terence-c-mills-9781403918024","title":"Palgrave Handbook of Econometrics","description":"Volume I of the Palgrave Handbook of Econometrics covers developments in theoretical econometrics, including essays on the methodology and history of econometrics, developments in time-series and cross-section econometrics, modelling with integrated variables, Bayesian econometrics, simulation methods and a selection of special topics.","brand":"WoB","offers":[{"title":"GB \/ VERY_GOOD \/ INTERNAL","offer_id":49589365637393,"sku":"GOR009002388","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ INGRAM","offer_id":52679727612177,"sku":"NLS9781403918024","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/1403918023.jpg?v=1751240392"},{"product_id":"time-series-techniques-for-economists-book-terence-c-mills-9780521405744","title":"Time Series Techniques for Economists","description":"The application of time series techniques in economics has become increasingly important, both for forecasting purposes and in the empirical analysis of time series in general. In this book, Terence Mills not only brings together recent research at the frontiers of the subject, but also analyses the areas of most importance to applied economics. It is an up-to-date text which extends the basic techniques of analysis to cover the development of methods that can be used to analyse a wide range of economic problems. The book analyses three basic areas of time series analysis: univariate models, multivariate models, and non-linear models. In each case the basic theory is outlined and then extended to cover recent developments. Particular emphasis is placed on applications of the theory to important areas of applied economics and on the computer software and programs needed to implement the techniques. This book clearly distinguishes itself from its competitors by emphasising the techniques of time series modelling rather than technical aspects such as estimation, and by the breadth of the models considered. It features many detailed real-world examples using a wide range of actual time series. It will be useful to econometricians and specialists in forecasting and finance and accessible to most practitioners in economics and the allied professions.","brand":"WoB","offers":[{"title":"US \/ GOOD \/ SBYB","offer_id":50352554737937,"sku":"CIN0521405742G","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ VERY_GOOD \/ INTERNAL","offer_id":51882353754385,"sku":"GOR004943303","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ INGRAM","offer_id":52341630763281,"sku":"NLS9780521405744","price":0.0,"currency_code":"GBP","in_stock":true},{"title":"US \/ VERY_GOOD \/ SBYB","offer_id":52843333320977,"sku":"CIN0521405742VG","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ GARDNERS","offer_id":53545721528593,"sku":"NGR9780521405744","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0521405742.jpg?v=1750740842"},{"product_id":"econometric-modelling-of-financial-time-series-book-terence-c-mills-9780521422574","title":"The Econometric Modelling of Financial Time Series","description":"This book provides detailed coverage of the variety of models that are currently being used in the empirical analysis of financial markets. Covering bond equity and foreign exchange markets, it is aimed at scholars and practitioners wishing to acquire an understanding of the latest research techniques and findings in the field, and also at graduate students wishing to research in financial markets. The book is divided into two main sections, covering univariate models, and econometric and multivariate techniques respectively. In the former, the areas covered include linear and non-linear stochastic models, random walk, unit root tests, GARCH models, deterministic chaos, trend reversion, and bubbles. In the latter, regression models, time varying parameter models, the Kalman filter, vector autoregressions, present value models, and cointegration are discussed.","brand":"WoB","offers":[{"title":"- \/ - \/ -","offer_id":50466134294801,"sku":"","price":0.0,"currency_code":"GBP","in_stock":true},{"title":"US \/ GOOD \/ SBYB","offer_id":50466134982929,"sku":"CIN0521422574G","price":0.0,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0521422574.jpg?v=1750943126"},{"product_id":"time-series-econometrics-book-terence-c-mills-9781137525321","title":"Time Series Econometrics","description":"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.","brand":"WoB","offers":[{"title":"- \/ - \/ -","offer_id":51020452102417,"sku":"","price":0.0,"currency_code":"GBP","in_stock":true},{"title":"US \/ NEW \/ INGRAM","offer_id":51020453970193,"sku":"NIN9781137525321","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ INGRAM","offer_id":52427339104529,"sku":"NLS9781137525321","price":0.0,"currency_code":"GBP","in_stock":true},{"title":"US \/ VERY_GOOD \/ SBYB","offer_id":52816711581969,"sku":"CIN1137525320VG","price":0.0,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/1137525320.jpg?v=1750823286"},{"product_id":"foundations-of-modern-time-series-analysis-book-terence-c-mills-9781349331352","title":"The Foundations of Modern Time Series Analysis","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.","brand":"WoB","offers":[{"title":"GB \/ NEW \/ INGRAM","offer_id":52334131282193,"sku":"NLS9781349331352","price":0.0,"currency_code":"GBP","in_stock":true},{"title":"US \/ NEW \/ INGRAM","offer_id":53036321997073,"sku":"NIN9781349331352","price":0.0,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9781349331352.jpg?v=1758156030"},{"product_id":"foundations-of-modern-time-series-analysis-book-terence-c-mills-9780230290181","title":"The Foundations of Modern Time Series Analysis","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.","brand":"WoB","offers":[{"title":"GB \/ NEW \/ INGRAM","offer_id":52351540527377,"sku":"NLS9780230290181","price":0.0,"currency_code":"GBP","in_stock":true},{"title":"US \/ NEW \/ INGRAM","offer_id":52734727782673,"sku":"NIN9780230290181","price":0.0,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9780230290181.jpg?v=1758181126"},{"product_id":"modelling-trends-and-cycles-in-economic-time-series-book-terence-c-mills-9783030763619","title":"Modelling Trends and Cycles in Economic Time Series","description":"Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. In this second edition, Terence Mills expands on the research in the area of trends and cycles over the last (almost) two decades, to highlight to students and researchers the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.","brand":"WoB","offers":[{"title":"- \/ - \/ INTERNAL","offer_id":52530503745809,"sku":null,"price":0.0,"currency_code":"GBP","in_stock":true},{"title":"GB \/ NEW \/ INGRAM","offer_id":52530504139025,"sku":"NLS9783030763619","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9783030763619.jpg?v=1760652897"},{"product_id":"modelling-trends-and-cycles-in-economic-time-series-book-terence-c-mills-9783030763589","title":"Modelling Trends and Cycles in Economic Time Series","description":"Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. In this second edition, Terence Mills expands on the research in the area of trends and cycles over the last (almost) two decades, to highlight to students and researchers the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.","brand":"WoB","offers":[{"title":"GB \/ NEW \/ INGRAM","offer_id":52535760912657,"sku":"NLS9783030763589","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9783030763589.jpg?v=1760672042"},{"product_id":"applied-time-series-analysis-book-terence-c-mills-9780128131176","title":"Applied Time Series Analysis","description":"Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others.","brand":"WoB","offers":[{"title":"GB \/ NEW \/ INGRAM","offer_id":52619537678609,"sku":"NLS9780128131176","price":0.0,"currency_code":"GBP","in_stock":true},{"title":"US \/ GOOD \/ SBYB","offer_id":52901564645649,"sku":"CIN0128131179G","price":0.0,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9780128131176.jpg?v=1761536156"},{"product_id":"palgrave-handbook-of-econometrics-book-terence-c-mills-9781403941558","title":"Palgrave Handbook of Econometrics","description":"Volume I of the Palgrave Handbook of Econometrics covers developments in theoretical econometrics, including essays on the methodology and history of econometrics, developments in time-series and cross-section econometrics, modelling with integrated variables, Bayesian econometrics, simulation methods and a selection of special topics.","brand":"WoB","offers":[{"title":"GB \/ NEW \/ INGRAM","offer_id":52634224689425,"sku":"NLS9781403941558","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9781403941558.jpg?v=1761867186"},{"product_id":"palgrave-handbook-of-econometrics-book-terence-c-mills-9781403917997","title":"Palgrave Handbook of Econometrics","description":"Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth\/development econometrics and applied econometrics and computing.","brand":"WoB","offers":[{"title":"- \/ - \/ INTERNAL","offer_id":53676449464593,"sku":null,"price":0.0,"currency_code":"GBP","in_stock":true},{"title":"GB \/ VERY_GOOD \/ INTERNAL","offer_id":53676449530129,"sku":"GOR010320570","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9781403917997.jpg?v=1781565549"}],"url":"https:\/\/www.worldofbooks.com\/en-gb\/collections\/author-books-by-terence-c-mills.oembed","provider":"World of Books ","version":"1.0","type":"link"}