D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 32 Citations 8,967 190 World Ranking 2039 National Ranking 245

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Econometrics
  • Psychology

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.

His most cited work include:

  • Time series techniques for economists (413 citations)
  • The Econometric Modelling of Financial Time Series (362 citations)
  • Gold as a hedge against the dollar (344 citations)

What are the main themes of his work throughout his whole career to date?

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.

He most often published in these fields:

  • Econometrics (42.79%)
  • Series (21.62%)
  • Macroeconomics (10.81%)

What were the highlights of his more recent work (between 2011-2020)?

  • Econometrics (42.79%)
  • Series (21.62%)
  • Time series (9.46%)

In recent papers he was focusing on the following fields of study:

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.

Between 2011 and 2020, his most popular works were:

  • Sports participation as an investment in (subjective) health: a time series analysis of the life course (18 citations)
  • The influence of hospital ward design on resilience to heat waves: An exploration using distributed lag models (13 citations)
  • Time series modelling of temperatures: an example from Kefalonia (12 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Econometrics
  • Psychology

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.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

The Econometric Modelling of Financial Time Series

Terence C. Mills.
(1993)

1572 Citations

The Econometric Modelling of Financial Time Series

Terence C. Mills.
(1993)

1572 Citations

Time series techniques for economists

Terence C. Mills.
(1990)

1110 Citations

Time series techniques for economists

Terence C. Mills.
(1990)

1110 Citations

Time Series Techniques for Economists

Terence C. Mills.
Cambridge Books (1991)

1008 Citations

Gold as a hedge against the dollar

Forrest Capie;Terence C. Mills;Geoffrey Wood.
Journal of International Financial Markets, Institutions and Money (2005)

673 Citations

Gold as a hedge against the dollar

Forrest Capie;Terence C. Mills;Geoffrey Wood.
Journal of International Financial Markets, Institutions and Money (2005)

673 Citations

The M2-competition: A real-time judgmentally based forecasting study

Spyros Makridakis;Chris Chatfield;Michèle Hibon;Michael Lawrence.
International Journal of Forecasting (1993)

398 Citations

The M2-competition: A real-time judgmentally based forecasting study

Spyros Makridakis;Chris Chatfield;Michèle Hibon;Michael Lawrence.
International Journal of Forecasting (1993)

398 Citations

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)

288 Citations

If you think any of the details on this page are incorrect, let us know.

Contact us

Best Scientists Citing Terence C. Mills

Brian M. Lucey

Brian M. Lucey

Trinity College Dublin

Publications: 40

Nicholas Crafts

Nicholas Crafts

University of Sussex

Publications: 33

Luis A. Gil-Alana

Luis A. Gil-Alana

University of Navarra

Publications: 22

Chris Brooks

Chris Brooks

University of Reading

Publications: 19

Spyros Makridakis

Spyros Makridakis

University of Nicosia

Publications: 19

Les Oxley

Les Oxley

University of Waikato

Publications: 13

Bradley T. Ewing

Bradley T. Ewing

Texas Tech University

Publications: 13

Stephen Broadberry

Stephen Broadberry

University of Oxford

Publications: 13

Robert Fildes

Robert Fildes

Lancaster University

Publications: 12

Marnik G. Dekimpe

Marnik G. Dekimpe

Tilburg University

Publications: 11

Mark E. Wohar

Mark E. Wohar

University of Nebraska at Omaha

Publications: 11

Joseph L. Awange

Joseph L. Awange

Curtin University

Publications: 11

Rangan Gupta

Rangan Gupta

University of Pretoria

Publications: 10

Stephen J. Leybourne

Stephen J. Leybourne

University of Nottingham

Publications: 10

Ansgar Belke

Ansgar Belke

University of Duisburg-Essen

Publications: 9

J. Scott Armstrong

J. Scott Armstrong

University of Pennsylvania

Publications: 9

Trending Scientists

Sarfraz Khurshid

Sarfraz Khurshid

The University of Texas at Austin

Daniel W. Bliss

Daniel W. Bliss

Arizona State University

Paulo André

Paulo André

Instituto de Telecomunicações

Günter Niemeyer

Günter Niemeyer

Walt Disney (United States)

Pierre Potier

Pierre Potier

Institut de Chimie des Substances Naturelles

T.G. Nieh

T.G. Nieh

University of Tennessee at Knoxville

Angel Pérez-Ruzafa

Angel Pérez-Ruzafa

University of Murcia

Michael F. Clarke

Michael F. Clarke

Stanford University

Zoltan Szallasi

Zoltan Szallasi

Boston Children's Hospital

Martin J. Donnelly

Martin J. Donnelly

Liverpool School of Tropical Medicine

Margaret A. Riley

Margaret A. Riley

University of Massachusetts Amherst

Paul N. Reynolds

Paul N. Reynolds

Royal Adelaide Hospital

Peter E. Lipsky

Peter E. Lipsky

National Institutes of Health

David Goldblatt

David Goldblatt

University College London

Sven Barnow

Sven Barnow

Heidelberg University

Mika Scheinin

Mika Scheinin

Turku University Hospital

Something went wrong. Please try again later.