Forecasting in Business and Economics Paperback / softback
Edited by C. W. J. Granger
Part of the Economic Theory, Econometrics, and Mathematical Economics series
Paperback / softback
Description
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.
Information
-
Out of stock
- Format:Paperback / softback
- Pages:330 pages
- Publisher:Emerald Publishing Limited
- Publication Date:14/11/1986
- Category:
- ISBN:9780122951848
Other Formats
- PDF from £41.79
Information
-
Out of stock
- Format:Paperback / softback
- Pages:330 pages
- Publisher:Emerald Publishing Limited
- Publication Date:14/11/1986
- Category:
- ISBN:9780122951848