Forecasting in Business and Economics (Economic Theory, Econometrics, and Mathematical Economics)

Clive W. J. Granger

ISBN 10: 0122951840 / ISBN 13: 9780122951848

Edité par Emerald Publishing Limited, 1986

A propos de cet article

second edition, previous owner's name in front Good paperback, bumped/creased with shelfwear; may have previous owner's name inside. Standard-sized.

N° de réf. du vendeur mon0000294501

Détails bibliographiques

• Titre: Forecasting in Business and Economics (Economic Theory, Econometrics, and Mathematical Economics)
• Éditeur: Emerald Publishing Limited
• Date de parution: 1986
• Langue: anglais
• ISBN à 10 chiffres: 0122951840
• ISBN à 13 chiffres: 9780122951848
• Reliure: paperback
• Édition: 2ème Édition
• État de l'article: Good

A propos de ce titre

Synopsis

This thoroughly revised second edition of an upper-level undergraduate/graduate text describes many major techniques of forecasting used in economics and business. This is the only time series book to concentrate on the forecasting of economic data and to cover such a broad range of topics. Its key features are: gives a complete description, with applications, of the Box-Jenkins single series modeling techniques; extends the Box-Jenkins techniques to multivariate cases; compares forecasts from purely statistical and econometric models; pays careful attention to such problems as how to evaluate and compare forecasts; covers nonstationary and nonlinear models, co-integration and error-correction models.

Présentation de l'éditeur

This thoroughly revised second edition of an upper-level undergraduate/graduate text describes many major techniques of forecasting used in economics and business. This is the only time series book to concentrate on the forecasting of economic data and to cover such a broad range of topics.

Key Features
* Gives a complete description, with applications, of the Box-Jenkins single series modeling techniques
* Extends the Box-Jenkins techniques to multivariate cases
* Compares forecasts from purely statistical and econometric models
* Pays careful attention to such problems as how to evaluate and compare forecasts
* Covers nonstationary and nonlinear models, co-integration and error-correction models