Forecasting Economic Time Series (ECONOMIC THEORY, ECONOMETRICS, AND MATHEMATICAL ECONOMICS) - Hardcover

Granger, C. W. J.; Newbold, Paul

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

Synopsis

This book has been updated to reflect developments in time series analysis and forecasting theory and practice, particularly as applied to economics. The second edition pays attention to such problems as how to evaluate and compare forecasts.

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From the Back Cover

Since the first edition ofForecasting in Business and Economicswas 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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