Terence Mills
Terence Mills
Professor of Applied Statistics and Econometrics, Loughborough University
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Cited by
Cited by
The econometric modelling of financial time series
TC Mills, RN Markellos
Cambridge university press, 2008
Time series techniques for economists
TC Mills, TC Mills
Cambridge University Press, 1990
Gold as a hedge against the dollar
F Capie, TC Mills, G Wood
Journal of International Financial Markets, Institutions and Money 15 (4 …, 2005
The M2-competition: A real-time judgmentally based forecasting study
S Makridakis, C Chatfield, M Hibon, M Lawrence, T Mills, K Ord, ...
International Journal of forecasting 9 (1), 5-22, 1993
Spurious rejections by Dickey–Fuller tests in the presence of a break under the null
SJ Leybourne, TC Mills, P Newbold
Journal of Econometrics 87 (1), 191-203, 1998
Calendar effects in the London Stock Exchange FT–SE indices
TC Mills, J Andrew Coutts
The European Journal of Finance 1 (1), 79-93, 1995
Technical analysis and the London Stock Exchange: Testing trading rules using the FT30
TC Mills
International Journal of Finance & Economics 2 (4), 319-331, 1997
Modelling trends and cycles in economic time series
TC Mills
Palgrave Macmillan, 2003
Granger causality of coupled climate processes: Ocean feedback on the North Atlantic Oscillation
TJ Mosedale, DB Stephenson, M Collins, TC Mills
Journal of climate 19 (7), 1182-1194, 2006
From Malthus to Solow: How did the Malthusian economy really evolve?
N Crafts, TC Mills
Journal of macroeconomics 31 (1), 68-93, 2009
Modelling skewness and kurtosis in the London Stock Exchange FT‐SE index return distributions
TC Mills
Journal of the Royal Statistical Society: Series D (The Statistician) 44 (3 …, 1995
Seasonality in the Athens stock exchange
TC Mills, C Siriopoulos, RN Markellos, D Harizanis
Applied Financial Economics 10 (2), 137-142, 2000
Trends and cycles in British industrial production, 1700–1913
NFR Crafts, SJ Leybourne, TC Mills
Journal of the Royal Statistical Society: Series A (Statistics in Society …, 1989
Is there long-term memory in UK stock returns?
TC Mills
Applied Financial Economics 3 (4), 303-306, 1993
Trends in real wages in Britain, 1750-1913
NFR Crafts, TC Mills
Explorations in Economic History 31 (2), 176-194, 1994
Applied time series analysis: A practical guide to modeling and forecasting
TC Mills
Academic press, 2019
The climacteric in late Victorian Britain and France: a reappraisal of the evidence
NFR Crafts, SJ Leybourne, TC Mills
Journal of Applied Econometrics 4 (2), 103-117, 1989
Randomized unit root processes for modelling and forecasting financial time series: theory and applications
SJ Leybourne, BPM McCabe, TC Mills
Journal of Forecasting 15 (3), 253-270, 1996
Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics
T Mills, K Patterson
Springer, 2009
11 Europe’s Golden Age: an econometric investigation of
N Crafts, TC Mills
Quantitative Aspects of Post-war European Economic Growth, 415, 1996
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