Terence C. Mills
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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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(Suggest an Edit or Addition)Terence C. Mills's Published Works
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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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