Terence C. Mills mainly investigates Econometrics, Financial economics, Economy, Series and Unit root. A large part of his Econometrics studies is devoted to Conditional variance. His research integrates issues of Stock exchange and Statistic in his study of Financial economics.
His research in Economy intersects with topics in Real gross domestic product and Working class. Terence C. Mills has included themes like Exponential smoothing, Stock market index, Univariate and Outlier in his Series study. His Unit root study combines topics in areas such as Finance, Financial market, Financial modeling, Volatility and Long memory.
Terence C. Mills spends much of his time researching Econometrics, Series, Macroeconomics, Time series and Monetary economics. His study on Unit root and Volatility is often connected to Estimation as part of broader study in Econometrics. Terence C. Mills works mostly in the field of Series, limiting it down to topics relating to Financial economics and, in certain cases, Stock exchange, as a part of the same area of interest.
In his research, Terence C. Mills undertakes multidisciplinary study on Macroeconomics and Sectoral output. His research brings together the fields of Climatology and Time series. His Business cycle research extends to the thematically linked field of Monetary economics.
His main research concerns Econometrics, Series, Time series, Productivity and Climatology. His Econometrics research includes themes of Regression analysis and Multivariate statistics. His Series study integrates concerns from other disciplines, such as Moving average, Applied mathematics and Unit root test.
The study incorporates disciplines such as Bivariate analysis, Representation, Statistical dispersion and Interest rate in addition to Time series. He has included themes like Real gross domestic product and Slowdown in his Productivity study. His work carried out in the field of Climatology brings together such families of science as Stochastic modelling and Seasonality.
Climatology, Econometrics, Productivity, Time series and Environmental science are his primary areas of study. His Climatology research incorporates elements of Stochastic modelling, Statistical model, Seasonality and Unit root. His study in Unit root is interdisciplinary in nature, drawing from both Semiparametric model, Quantile, Non stationarity and Proxy.
His Rolling window study, which is part of a larger body of work in Econometrics, is frequently linked to Estimation, bridging the gap between disciplines. As a part of the same scientific family, Terence C. Mills mostly works in the field of Productivity, focusing on Slowdown and, on occasion, Popularity, Development economics, Hodrick–Prescott filter and Monetary economics. His research in Time series intersects with topics in Form of the Good, Advertising, Stock market and Distribution.
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The Econometric Modelling of Financial Time Series
Terence C. Mills.
(1993)
The Econometric Modelling of Financial Time Series
Terence C. Mills.
(1993)
Time series techniques for economists
Terence C. Mills.
(1990)
Time series techniques for economists
Terence C. Mills.
(1990)
Time Series Techniques for Economists
Terence C. Mills.
Cambridge Books (1991)
Gold as a hedge against the dollar
Forrest Capie;Terence C. Mills;Geoffrey Wood.
Journal of International Financial Markets, Institutions and Money (2005)
Gold as a hedge against the dollar
Forrest Capie;Terence C. Mills;Geoffrey Wood.
Journal of International Financial Markets, Institutions and Money (2005)
The M2-competition: A real-time judgmentally based forecasting study
Spyros Makridakis;Chris Chatfield;Michèle Hibon;Michael Lawrence.
International Journal of Forecasting (1993)
The M2-competition: A real-time judgmentally based forecasting study
Spyros Makridakis;Chris Chatfield;Michèle Hibon;Michael Lawrence.
International Journal of Forecasting (1993)
Spurious rejections by Dickey–Fuller tests in the presence of a break under the null
Stephen J Leybourne;Terence C. Mills;Paul Newbold.
Journal of Econometrics (1998)
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