Terence C. Mills
Books by Terence C. Mills
The Econometric Modelling of Financial Time Series1993
Applied Time Series Analysis2019
Palgrave Handbook of Econometrics Vol. 12007
Time series techniques for economists1990
Monetary and Banking History2008- Palgrave Handbook of Econometrics Vol. 2Palgrave Handbook of Econometrics Vol. 22009
- Very British AffairVery British Affair2012
Predicting the Unpredictable?1992- Modelling Trends and Cycles in Economic Time SeriesModelling Trends and Cycles in Economic Time Series2021
The foundations of modern time series analysis2011- Interest rates and the conduct of monetary policyInterest rates and the conduct of monetary policy1987
- Econometric Modelling of Financial Time SeriesEconometric Modelling of Financial Time Series2008
- Time series econometricsTime series econometrics2015
- After the golden ageAfter the golden age1996
- Calendar effects in the London stock exchange FT-SE indicesCalendar effects in the London stock exchange FT-SE indices1994
- Common trends and cycles in european industrial productionCommon trends and cycles in european industrial production1996
- Economic Forecasting (International Library of Critical Writings in Economics)Economic Forecasting (International Library of Critical Writings in Economics)1999
Forecasting Financial Markets (The International Library of Critical Writings in Economics, 146)2002
Long Term Trends and Business Cycles (International Library of Critical Writings in Economics)2002- Misspecification testing and robust estimation of the market modelMisspecification testing and robust estimation of the market model1994
- Modelling returns distributionsModelling returns distributions1996
- Policy rules and output flexibilityPolicy rules and output flexibility1995
- Recent developments in modelling nonstationary vector autoregressionsRecent developments in modelling nonstationary vector autoregressions1996
- Sectoral shifts and unemployment fluctuationsSectoral shifts and unemployment fluctuations1993