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Incoming Resources
- Applied time series analysis, a practical guide to modeling and forecasting, Terence C. Mills
- Are there asymmetries or nonlinearities in UK output?
- Modelling change trend of output growth, unit roots, segmented trends and common features
- Modelling skewness and kurtosis in the London Stock Exchange FT-SE return distributions
- Modelling Trends and Cycles in Economic Time Series, by Terence C. Mills
- Infrequent permanent shocks and the unit root in quarterly UK output
- Testing the present value model of equity prices for the UK stock market
- Estimating the permanent component of UK stock prices using multivariate evidence on both prices and dividends
- Estimating betas for the FT-SE industry baskets, misspecification testing and robust estimation of the market model
- Trend growth in British industrial output, 1700-1913, FT-SE indices
- The econometric modelling of financial time series, Terence C. Mills, Raphael N. Markellos
- The econometric modelling of financial time series, Terence C. Mills, Raphael N. Markellos
- Is there long-term memory in UK stock returns?
- Time series econometrics, a concise introduction, Terence C. Mills
- Palgrave handbook of econometrics, edited by Terence C. Mills and Kerry Patterson, Volume 2
- Some new evidence of a risk premium in the determination of the US dollar vis-a-vis the currencies of other G-5 members
- Assessing the predictability of UK stockmarket returns using statistics based on multiperiod returns
- Misspecification testing and robust estimation of the market model and their implications for event studies
- Unemployment fluctuations in the US, further tests of the sectoral-shifts and reallocation timing hypotheses
- Analysing economic data, a concise introduction, Terence C. Mills
- Sectoral shifts and unemployment fluctuations, a test of the Lilien hypothesis for the UK
- Time series techniques for economists, Terence C. Mills
- Sectoral shifts and unemployment fluctuations, a test of the Lilien hypothesis for the UK
- Capital flows and the excess burden of the exchange rate regime
- Business cycle asymmetries and nonlinearities in UK macroeconomic time series
- Modelling trends and cycles in economic time series, Terence C. Mills
- The foundations of modern time series analysis, Terence C. Mills
- Calendar effects in the London stock exchange FT-SE indices
- Unemployment fluctuations in the US, further tests of the sectoral-shifts and reallocation timing hypotheses
- The econometric modelling of financial time series, Terence C. Mills
- A very British affair, six Britons and the development of time series analysis during the twentieth century, Terence C. Mills
- Modelling trends and cycles in economic time series, Terence C. Mills