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

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9780122951817: Forecasting in Business and Economics, Second Edition (Economic Theory, Econometrics, and Mathematical Economics) (Economic Theory, Econometrics, and Mathematical Economics)
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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.

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Since the first edition of Forecasting in Business and Economics was published in 1980, the chapter on regression techniques has been expanded, and a practical forecasting project, constructed and evaluated by students, has been added, allowing the student to work through the techniques discussed. A new appendix of statistical concepts including the ideas underlying correlation and regression has also been added.

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Other Popular Editions of the Same Title

9780122951848: Forecasting in Business and Economics, Second Edition (Economic Theory, Econometrics, and Mathematical Economics)

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ISBN 10:  0122951840 ISBN 13:  9780122951848
Publisher: Emerald Group Publishing Limited, 1986
Softcover

9780122951800: Forecasting in business and economics

Academ..., 1980
Hardcover

9780122951831: Forecasting Economic Time Series (ECONOMIC THEORY, ECONOMETRICS, AND MATHEMATICAL ECONOMICS)

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9780122951503: Forecasting Economic Time Series (Economic Theory and Mathematical Economics)

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