Terence C. Mills

Q: What Schools Are Affiliated With Terence C. Mills

Terence C. Mills is affiliated with the following schools: University of Hull, University of Leeds, City, University of London, Loughborough University

Terence C. Mills's AcademicInfluence.com Rankings

Terence C. Mills

Economics

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Econometrics

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Economics

Terence C. Mills's Degrees

PhD Economics University of Strathclyde
Masters Econometrics University of Strathclyde
Bachelors Economics University of Strathclyde

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Terence C. Mills's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Time series techniques for economists (1990) (626)
Gold as a hedge against the dollar (2005) (520)
The Econometric Modelling of Financial Time Series. (1995) (344)
The M2-competition: A real-time judgmentally based forecasting study (1993) (287)
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (1998) (253)
Calendar effects in the London Stock Exchange FT-SE indices (1995) (198)
Granger Causality of Coupled Climate Processes: Ocean Feedback on the North Atlantic Oscillation (2006) (155)
From Malthus to Solow: How did the Malthusian economy really evolve? (2009) (145)
Technical Analysis and the London Stock Exchange: Testing Trading Rules Using the FT30 (1997) (128)
Palgrave Handbook of Econometrics (2009) (121)
Modelling Skewness and Kurtosis in the London Stock Exchange Ft‐Se Index Return Distributions (1995) (116)
Seasonality in the Athens stock exchange (2000) (93)
Is there long-term memory in UK stock returns? (1993) (78)
Trends and Cycles in British Industrial Production, 1700–1913 (1989) (76)
Interest Rates and the Conduct of Monetary Policy (1988) (73)
The International Transmission of Bond Market Movements (1991) (70)
Trends In Real Wages In Britain 1750-1913 (1994) (68)
Randomized unit root processes for modelling and forecasting financial time series: Theory and applications (1996) (67)
Wages and prices in the UK (2002) (60)
TFP Growth in British and German Manufacturing, 1950-1996 (2001) (60)
Total factor productivity growth on Britain's railways, 1852-1912: A reappraisal of the evidence (2007) (58)
The Climacteric in Late Victorian Britain and France: A Reappraisal of the Evidence (1989) (58)
Palgrave handbook of econometrics. Volume 1. Econometric theory (2009) (57)
Rearmament to the Rescue? New Estimates of the Impact of “Keynesian” Policies in 1930s' Britain (2013) (54)
Assessing the forecasters: an analysis of the forecasting records of the Treasury, the London Business School and the National Institute (1999) (53)
Have output growth rates stabilised? evidence from the g‐7 economies (2003) (53)
Time series modelling of two millennia of northern hemisphere temperatures: long memory or shifting trends? (2007) (52)
Unit roots and double smooth transitions (2002) (51)
Europe's Golden Age: An Econometric Investigation of Changing Trend Rates of Growth (1995) (50)
Trend Growth in British Industrial Output, 1700-1913: A Reappraisal (1996) (50)
‘Skinning a cat’: alternative models of representing temperature trends (2010) (44)
Unemployment Fluctuations in the United States: Further Tests of the Sectoral-Shifts Hypothesis (1995) (42)
The real exchange rate and the output response in four EU accession countries (2001) (39)
ARE FLUCTUATIONS IN U.K. OUTPUT TRANSITORY OR PERMANENT (1991) (37)
Statistical analysis of daily gold price data (2004) (36)
Was 19th century British growth steam-powered?: the climacteric revisited (2004) (35)
A New Empirically Weighted Monetary Aggregate for the United States (2005) (35)
NONLINEAR TIME SERIES MODELS IN ECONOMICS (1991) (35)
Stylized facts on the temporal and distributional properties of daily FT-SE returns (1997) (33)
Modelling current trends in Northern Hemisphere temperatures (2006) (33)
Modelling trends in central England temperatures (2003) (33)
The market model and the event study method: A synthesis of the econometric criticisms (1994) (33)
After the Golden Age: A Long-Run Perspective on Growth Rates That Speeded Up, Slowed Down and Still Differ (2000) (32)
Six Centuries of British Economic Growth: A Time-Series Perspective (2016) (31)
Tests for Stationarity in Series with Endogenously Determined Structural Change (2004) (30)
Equity Prices, Dividends and Gilt Yields in the UK: Cointegration, Error Correction and 'Confidence.' (1991) (30)
Misspecification of the market model: the implications for event studies (1995) (30)
Recent Developments in Modelling Nonstationary Vector Autoregressions (1998) (29)
Common Trends and Cycles in European Industrial Production: Exchange Rate Regimes and Economic Convergence (1999) (29)
Misspecification testing and robust estimation of the market model and their implications for event studies (1996) (29)
Signal Extraction and Two Illustrations of the Quantity Theory [Two Illustrations of the Quantity Theory of Money] (1982) (29)
Modelling global temperature trends using cointegration and smooth transitions (2001) (27)
Forecasting compositional time series (2010) (27)
Business cycle asymmetry and duration dependence: An international perspective (2001) (27)
Modelling Trends and Cycles in Economic Time Series (2003) (27)
Testing cumulative prediction errors in event study methodology (1995) (26)
The term structure of UK interest rates: tests of the expectations hypothesis (1991) (26)
Sports participation as an investment in (subjective) health: a time series analysis of the life course. (2016) (25)
Measurement of trend growth in European industrial output before 1914: Methodological issues and new estimates (1990) (25)
Cyclical unemployment and sectoral shifts: Further tests of the Lilien hypothesis for the UK (1996) (25)
Business Cycle Volatility and Economic Growth: A Reassessment (2000) (25)
Palgrave handbook of econometrics: volume 2 applied econometrics (2009) (25)
Modelling trends and cycles in economic time series: historical perspective and future developments (2009) (24)
The influence of hospital ward design on resilience to heat waves: An exploration using distributed lag models (2015) (23)
The Econometric Modelling of Financial Time Series: Regression techniques for non-integrated financial time series (1999) (23)
Is the North Atlantic oscillation a random walk? A comment with further results (2004) (22)
How robust is the long-run relationship between temperature and radiative forcing? (2009) (22)
Forecasting contemporaneous aggregates and the combination of forecasts: The case of the U.K. monetary aggregates (1985) (22)
Forecasting obesity trends in England (2009) (22)
Plucking models of business cycle fluctuations: Evidence from the G-7 countries (2002) (22)
Parameter stability in the market model: tests and time varying paramete r estimation with UK data (1997) (22)
The Econometric Modelling of Financial Time Series Third edition (1999) (22)
Does the exchange rate regime affect the economy (1993) (22)
Money-income relationships and the exchange rate regime (1978) (22)
Forecasting financial markets (2002) (21)
Fiscal Policy in a Depressed Economy: Was There a 'Free Lunch' in 1930s' Britain? (2013) (21)
IS THE UK PRODUCTIVITY SLOWDOWN UNPRECEDENTED? (2020) (20)
Misspecification testing and robust estimation of the market model: estimating betas for the FT-SE industry baskets (1996) (19)
Modelling the Seasonal Patterns in UK Macroeconomic Times Series (1992) (19)
Are there asymmetries of nonlinearities in UK output (1995) (18)
Assessing the predictability of UK stock market returns using statistics based on multiperiod returns (1991) (17)
Modelling regime shift behaviour in Asian real interest rates (2006) (17)
The Foundations of Modern Time Series Analysis (2011) (17)
The industrial revolution as a macroeconomic epoch: an alternative view (1994) (17)
RANDOM WALK COMPONENTS IN OUTPUT AND EXCHANGE RATES: SOME ROBUST TESTS ON UK DATA (1989) (17)
Modelling trends in economic history (1996) (16)
Modelling the relationship between body fat and the BMI. (2007) (16)
Exploring historical economic relationships: two and a half centuries of British interest rates and inflation (2008) (16)
Endogenous Innovation, Trend Growth, and the British Industrial Revolution: Reply to Greasley and Oxley (1997) (16)
The Econometric Modelling of Financial Time Series: References (2008) (16)
Business cycle asymmetries and non-linearities in U.K. macroeconomic time series (1995) (15)
Great ratios and Common Cycles: Do They Exist for the UK? (2001) (15)
The Econometric Modelling of Financial Time Series: Contents (1999) (15)
A NOTE ON BUSETTI–HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS (2003) (15)
Lead-lag patterns between small and large size portfolios in the London stock exchange (2001) (15)
Trends and cycles in Euro area real GDP (2010) (14)
The Econometrics of the 'Market Model': Cointegration, Error Correction and Exogeneity (1996) (14)
Evaluating growth cycle synchronisation in the EU (2009) (14)
British Bank Conservatism in the Late 19th Century (1995) (14)
Non-linear forecasting of financial time series: An overview and some new models (1996) (13)
Breaks and unit roots in global and hemispheric temperatures: an updated analysis (2013) (13)
Time series modelling of temperatures: an example from Kefalonia (2014) (13)
What Happened in 1931 (1986) (12)
Bradford Smith: An Econometrician Decades Ahead of His Time (2011) (12)
Common features in UK sectoral output (2002) (12)
Time series and cross-section parameter stability in the market model: the implications for event studies (1997) (12)
Is There Convergence in National Alcohol Consumption Patterns? Evidence from a Compositional Time Series Approach (2018) (12)
Predicting Body Fat Using Data on the BMI (2005) (11)
Debt management and interest rates: The British stock conversion of 1932 (1986) (11)
The Econometric Modelling of Financial Time Series: Introduction (1999) (11)
A note on the Gibson Paradox during the gold standard (1990) (11)
Modelling precipitation trends in England and Wales (2005) (11)
Self-defeating austerity? Evidence from 1930s' Britain (2015) (11)
A time series forecasting system for the UK money supply (1987) (11)
INFREQUENT PERMANENT SHOCKS AND THE UNIT ROOT IN QUARTERLY UK OUTPUT (1994) (10)
BRITISH ECONOMIC FLUCTUATIONS, 1851-1913: A PERSPECTIVE BASED ON GROWTH THEORY (1990) (10)
Predicting Medium-Term TFP Growth in the United States: Econometrics vs ‘Techno-Optimism’ (2017) (10)
Money substitutes and monetary policy in the U.K., 1922–1974☆ (1977) (10)
Testing the present value model of equity prices for the UK stock market (1993) (10)
The Econometric Modelling of Financial Time Series: Preface to the third edition (1999) (9)
Econometric Evaluation of Alternative Money Stock Series, 1880-1913 (1982) (9)
The Art of Statistical Science: A Tribute to G. S. Watson (1992) (9)
Is there a relationship between real exchange rate movements and the output cycle (2003) (9)
The behaviour of expected short-term real interest rates in the UK (1987) (9)
How Robust Is the Finding That Innovations to UK Output Are Persistent (1992) (8)
Liver cirrhosis and alcohol consumption in the U.K. (2007) (8)
Sooner than you think: the Pre-1914 UK Productivity Slowdown was Victorian not Edwardian (2020) (8)
A new empirical weighted monetary aggregate for the UK (2001) (8)
Central Bank Independence: What is it and What Will it Do for Us? (1993) (8)
Unemployment Fluctuations in the UK: 1958-92 (1997) (8)
Money and Business Cycles in the U.S. and U.K., 1870 to 1913 (2010) (8)
Statistical analysis of high frequency data from the Athens stock exchange (2001) (8)
Regime shifts in European real interest rates (2003) (8)
An empirical analysis of the UK Treasury bill market (1985) (7)
Time Series Modelling of Trends in Northern Hemispheric Average Temperature Series (2004) (7)
Estimating the Permanent and Transitory Components of the UK Business Cycle (2003) (7)
Olympic news and attitudes towards the Olympics: a compositional time-series analysis of how sentiment is affected by events (2014) (7)
Technical Analysis and the London Stock Exchange : Testing Trading Rules Using the FT 30 (1997) (7)
Multivariate Markov Switching Common Factor Models for the UK (2003) (6)
Measuring the Euro area output gap using a multivariate unobserved components model containing phase shifts (2012) (6)
A Note on Trend Decomposition: The ‘Classical’ Approach Revisited with an Application to Surface Temperature Trends (2007) (6)
Intradaily behavior of listed and unlisted security basket indices in the emerging Greek stock market (2003) (6)
Unit roots in the CAPM? (2001) (6)
Trends, Cycles, and Structural Breaks in Cliometrics (2019) (6)
Searching for the sources of stabilisation in output growth areas: evidence from the G-7 economies (2000) (6)
The Econometric Modelling of Financial Time Series: Univariate non-linear stochastic models: martingales, random walks and modelling volatility (2008) (6)
Box and Jenkins (2012) (5)
A Very British Affair: Six Britons and the Development of Time Series Analysis During the Twentieth Century (2012) (5)
Non-stationary Time Series (2015) (5)
Money, interest rates and the Great Depression: Britain from 1870 to 1913 (1991) (5)
Time Series Econometrics: A Concise Introduction (2014) (5)
Asset pricing dynamics (2003) (5)
The Slope of the Term Structure and Recessions: Evidence from the UK, 1822-2016 (2019) (5)
Was nineteenth century British growth steam-powered? The climacteric revisited (2004) (5)
Is M3 An Appropriate Aggregate for Guiding ECB Monetary Policy (2002) (5)
Exploring the relationship between gold and the dollar (2004) (5)
ARMA Models for Stationary Time Series (2019) (4)
Considering the Counterfactual: Real Wages in the First Industrial Revolution (2021) (4)
The Race between Population and Technology: Real Wages in the First Industrial Revolution (2020) (4)
Segmented trends and the stochastic properties of UK output (1994) (4)
A Very British Affair (2013) (4)
The M2-competition: Some personal reflections (1993) (4)
Introduction to special issue commemorating the 50th anniversary of the Kalman Filter and 40th anniversary of Box and Jenkins (2011) (4)
Modelling the Trend: The Historical Origins of Some Modern Methods and Ideas (2015) (4)
Predicting body fat using weight–height indices (2008) (4)
Analysing Economic Data: A Concise Introduction (2013) (3)
Money, Income and Causality in the U.K.-A Look at the Recent Evidence (1980) (3)
ESTIMATING THE PERMANENT COMPONENT OF UK STOCK PRICES USING MULTIVARIATE EVIDENCE ON BOTH PRICES AND DIVIDENDS (1995) (3)
The Information Content of the UK Monetary Components and Aggregates (1983) (3)
Modelling Real Returns on UK Government Stock (1986) (3)
Analysing Economic Data (2014) (3)
Money and business cycles in the United States, 1870 to 1913: A reexamination of Friedman and Schwartz (1992) (3)
Modelling Compositional Economic Data (2007) (3)
The information loss through aggregation of the UK monetary components (1983) (3)
Four paradoxes in U.K. GDP (1989) (3)
Modelling rainfall trends in England and Wales (2016) (3)
10. Bounded Rationality in Macroeconomics (1994) (3)
The price-cost mark-up in the UK : a long-run perspective (2011) (3)
Size and power properties of tests of the martingale difference hypothesis: a Monte Carlo study (2009) (3)
Semi-parametric modelling of temperature records (2012) (3)
Forecasting Financial Variables (2007) (3)
Trend TFP Growth in the United States: Forecasts Versus Outcomes (2017) (3)
Sectoral output trends and cycles in Victorian Britain (2004) (3)
London’s Market for Bullion and Specie in the Eighteenth Century: The Roles of the London Mint and the Bank of England in the Stabilization of Prices (2015) (3)
How Forecasts Evolve - The Growth Forecasts of the Federal Reserve and the Bank of England (2005) (2)
ARIMA Models for Nonstationary Time Series (2019) (2)
Long Term Trends and Business Cycles (2002) (2)
Error Correction, Spurious Regressions, and Cointegration (2019) (2)
Modelling weekly data on UK interest and exchange rates (1991) (2)
Modelling the Formation of Australian Inflation Expectations (1981) (2)
UNCERTAINTY IN THE U.K. MONETARY AGGREGATES: MODELLING DATA REVISIONS IN ECONOMIC TIME SERIES (1987) (2)
The market model and the event study method: A rejoinder (1996) (2)
Detecting Climate Change Using Smooth Transitions (2000) (2)
Unit roots, shocks and VARs and their place in history: an introductory guide (1997) (2)
Time Series Econometrics (2015) (2)
Recent developments in modelling trends and cycles in economic time series and their relevance to quantitative economic history (2000) (2)
The Classical Linear Regression Model (2014) (2)
Unit Roots and Double Smooth Transitions D (2000) (2)
The Use of Unobserved Components and Signal Extraction Techniques in Modelling Economic Time Series (1982) (2)
The Econometrics Modelling of Financial Time Series -3/E (2008) (2)
Estimation of Continuous-Time Stochastic Volatility Models (2008) (2)
Modelling Current Temperature Trends (2021) (1)
ECONOMIC GROWTH IN NINETEETH CENTURY BRITAIN: COMPARISONS WITH EUROPE IN THE CONTEXT OF GERSCHENKRON'S HYPOTHESES (1988) (1)
Testing for Stability in Regression Models (2014) (1)
Financial Economics, Non-linear Time Series in (2009) (1)
The Econometric Modelling of Financial Time Series: Data appendix (1999) (1)
Modelling Multivariate Time Series (2015) (1)
How fast will future warming be ? (2016) (1)
Presenting and Summarising Data (2014) (1)
CARMICHAEL’S ARCTAN TREND: PRECURSOR OF SMOOTH TRANSITION FUNCTIONS (2015) (1)
Yule's lambdagram revisited and reclaimed (2013) (1)
Policy Rules and Price Level Flexibility (2006) (1)
Stochastic modelling of rainfall patterns across the United Kingdom (2017) (1)
Unit Roots, Difference and Trend Stationarity, and Fractional Differencing (2019) (1)
Modelling changes in volatility in the North Atlantic oscillation (2004) (1)
Book Reviews (1885) (1)
Estimating trend growth rates of the U.K. monetary aggregates (1991) (1)
Introductory Econometrics: Using Monte Carlo Simulation with Microsoft Excel ® (2006) (1)
Constructing U.K. Core Inflation (2013) (1)
The Econometric Modelling of Financial Time Series: Further topics in the analysis of integrated financial time series (2008) (1)
Modelling Stationary Time Series (2015) (1)
Non-stationary Time Series: Differencing and ARIMA Modelling (2015) (1)
Forecasting Nonstationary Time Series (2011) (1)
Extensions and Developments (2015) (1)
Forecasting Financial Time Series (2011) (1)
Sampling and Sampling Distributions (2014) (0)
Stochastic Trends and Cycles (2021) (0)
Tackling Seasonal Patterns in Time Series (2011) (0)
rsq-20-r (2000) (0)
Forecasting with Univariate Models (2015) (0)
Time Series and Their Features (2019) (0)
Box and Jenkins: Modelling Seasonal Time Series and Transfer Function Analysis (2013) (0)
Statistical Inference, Estimation and Model Building for Stationary Time Series (2011) (0)
The Econometric Modelling of Financial Time Series: Univariate non-linear stochastic models (1999) (0)
The Formal Modelling of Stationary Time Series: Wold and the Russians (2011) (0)
Measuring the Euro area output gap using a multivariate unobserved components model containing phase shifts (2011) (0)
Generalizations and Extensions of Stationary Autoregressive Models: From Kendall to Box and Jenkins (2011) (0)
The Econometric Modelling of Financial Time Series: Univariate non-linear stochastic models: further models and testing procedures (2008) (0)
Nonsense Correlations, Random Shocks and Induced Cycles: Yule, Slutzky and Working (2011) (0)
Modelling Dynamic Relationships Between Time Series (2011) (0)
9. Introduction to Multiple Time Series Analysis (1993) (0)
Granger: Long Memory, Fractional Differencing, Spurious Regressions and Co-integration (2013) (0)
Introduction (2019) (0)
Corrigendum to ''Common features in UK sectoral output'': [Economic Modelling 19 (2002) 91-104] (2005) (0)
Vector Autoregressions and Granger Causality (2019) (0)
‘Classical’ Techniques of Modelling Trends and Cycles (2021) (0)
Nonlinear Stochastic Processes (2019) (0)
Cointegration in Systems of Equations (2015) (0)
Basic Time Series Models (2014) (0)
Stochastic modelling of rainfall for the island of Ireland (2019) (0)
The pre-1914 UK productivity slowdown : a reappraisal (2019) (0)
Econometric modelling of the relationship between money, income and interest rates in the U.K., 1963-1978 (1979) (0)
Trends, cycles and structural breaks (2013) (0)
EVIDENCE FROM THE G-7 ECONOMIES (2000) (0)
A maturing discipline (2015) (0)
An Introduction to Forecasting With Univariate Models (2019) (0)
The Econometric Modelling of Financial Time Series: Univariate linear stochastic models: testing for unit roots and alternative trend specifications (2008) (0)
The two stabilities: Friends, good friends, or inseparable? (2018) (0)
Print Edition Contents (2016) (0)
MANUFACTURING, 1950-1996* (2016) (0)
Time Series Analysis and the British (2013) (0)
The random walk hypothesis of the exchange rate: Implications for a risk premium (1994) (0)
Nonlinear Times Series in Financial Economics (2008) (0)
Some Concluding Remarks (2019) (0)
Conclusions (2021) (0)
Nonlinear and Nonparametric Trend Modelling (2003) (0)
TIME SERIES ANALYSIS (1995) (0)
Detrending and the Variate Differencing Method: Student, Pearson and Their Critics (2011) (0)
The two stabilities: Friends, good friends, or inseparable? (2018) (0)
Corrigendum to ‘‘Common features in UK sectoral output’’ (2005) (0)
Laying the foundations (2015) (0)
A New Empirical Weighted Monetary A New Empirical Weighted Monetary Aggregate for the U.K. Aggregate for the U.K. (1999) (0)
Multivariate Modelling of Trends and Cycles (2021) (0)
Forecasting Financial Markets (Volume 1) (2002) (0)
Transfer Functions and Autoregressive Distributed Lag Modeling (2019) (0)
Estimation and Inference (2014) (0)
Money Substitutes and Monetary Policy in the United Kingdom (1975) (0)
Modelling Volatility using GARCH Processes (2015) (0)
The Econometric Modelling of Financial Time Series: Modelling return distributions (1999) (0)
Seasonality and Exponential Smoothing (2019) (0)
No . 00 / 10 Unit Roots and Double Smooth Transitions (2018) (0)
Institutional Repository Unit roots and double smooth transitions (2017) (0)
Further topics in the analysis of integrated financial time series (1999) (0)
Compositional and Count Time Series (2019) (0)
Vector Autoregressions With Integrated Variables, Vector Error Correction Models, and Common Trends (2019) (0)
Filtering Economic Time Series (2021) (0)
Basic Concepts of Probability (2014) (0)
Box and Jenkins: Developments Post-1970 (2013) (0)
The Econometric Modelling of Financial Time Series: Univariate linear stochastic models: basic concepts (1999) (0)
Periodicities in Sunspots and Air Pressure: Yule, Walker and the Modelling of Superposed Fluctuations and Disturbances (2011) (0)
Breaking and Nonlinear Trends (2019) (0)
State Space Models (2019) (0)
Cointegration in Single Equations (2015) (0)
Simultaneity, Instrumental Variables and Non-Normal Errors (2014) (0)
Introduction (2021) (0)
Continuous Random Variables and Probability Density Functions (2014) (0)
Modelling Stationary Time Series: the ARMA Approach (2015) (0)
Transforming Time Series (2019) (0)
Multiple equation modelling (2015) (0)
Schuster, Beveridge and Periodogram Analysis (2011) (0)
Unobserved Component Models, Signal Extraction, and Filters (2019) (0)
Londonâs Market for Bullion and Specie in the Eighteenth Century (2014) (0)
Regression techniques for integrated financial time series (2008) (0)
Book Review (2000) (0)
Volatility and Generalized Autoregressive Conditional Heteroskedastic Processes (2019) (0)
Dealing with Nonstationarity: Detrending, Smoothing and Differencing (2011) (0)
Spectral Analysis of Time Series: The Periodogram Revisited and Reclaimed (2011) (0)
The Scene is Set (2011) (0)
ATMOSPHERIC SCIENCES | RESEARCH ARTICLE Modelling rainfall trends in England and Wales (2016) (0)
Nonlinear and Nonparametric Trend and Cycle Modelling (2021) (0)
The Econometric Modelling of Financial Time Series: Univariate linear stochastic models: further topics (1999) (0)
Unit Roots and Related Topics (2015) (0)
Single equation modelling (2015) (0)
Yule and Hooker and the Concepts of Correlation and Trend (2011) (0)
Modelling Multivariate Time Series: Vector Autoregressions and Granger Causality (2015) (0)
Prolegomenon: A Personal Perspective and an Explanation of the Structure of the Book (2011) (0)

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Terence C. Mills's Academic­Influence.com Rankings