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1、TheFoundationsofModernTimeSeriesAnalysisTerenceC.Mills9780230290181_01_prexiv.tex2/5/20119:44PageiTheFoundationsofModernTimeSeriesAnalysis9780230290181_01_prexiv.tex2/5/20119:44PageiiPalgraveAdvancedTextsinEconometricsseries.SeriesEditors:TerenceC.Mills,UniversityofLoughborough,UKKerryPa
2、tterson,UniversityofReading,UKEditorialboard:InChoi,SogangUniversity,SouthKoreaWilliamGreene,LeonardN.SternSchoolofBusiness,USANielsHaldrup,UniversityofAarhus,DenmarkTommassoProietti,UniversityofRome,ItalyandUniversityofSydney,AustraliaPalgraveAdvancedTextsinEconometricsisaseriesthatprov
3、idescoverageofecono-metrictechniques,applicationsandperspectivesatanadvancedresearchlevel.Itwillincluderesearchmonographsthatbringcurrentresearchtoawideaudience;perspectivesoneconometricthemesthatdevelopalongtermviewofkeymethodologicaladvances;textbookstylepresentationsofadvancedteaching
4、andresearchtopics.Anover-ridingthemeofthisseriesisclearpresentationandaccessibilitythroughexcellenceinexposi-tion,sothatitwillappealnotonlytoeconometricians,butalsotoprofessionaleconomistsand,particularly,toPh.DstudentsandMScstudentsundertakingdissertations.Thetextswillincludedevelopment
5、sintheoreticalandappliedeconometricsacrossawiderangeoftopicsandareasincludingtimeseriesanalysis,paneldatamethods,spatialeconometricsandfinancialeconometrics.PalgraveAdvancedTextsinEconometricsSeriesStandingOrderISBN978–0–230–34818–9Youcanreceivefuturetitlesinthisseriesastheyarepublishedb
6、yplacingastandingorder.Pleasecontactyourbookselleror,incaseofdifficulty,writetousattheaddressbelowwithyournameandaddress,thetitleoftheseriesandtheISBNquotedabove.CustomerServicesDepartment,MacmillanDistributionLtd,Houndmills,Basingstoke,HampshireRG216XS,England.9780230290181_01_prexiv.te
7、x2/5/20119:44PageiiiTheFoundationsofModernTimeSeriesAnalysisTerenceC.MillsProfessorofAppliedStatisticsandEconometrics,DepartmentofEconomics,LoughboroughUniversity,UK9780230290181_01_prexiv.tex2/5/20119:44Pageiv©TerenceC.Mills2011Allrightsreserved.Noreproduction,copyortran
