Time Series Models for Business and Economic Forecasting - Hardcover

Franses, Philip Hans

Hardcover

ISBN 10: 0521584043 ISBN 13: 9780521584043

Publisher: Cambridge University Press, 1999

Synopsis

Time Series Models for Business and Economic Forecasting is the most up-to-date and accessible guide to one of the fastest growing areas in business and economic analysis. The author is regarded as one of the most accomplished econometricians in Europe and this book is based on his highly successful lecture program for multidisciplinary, graduate and upper level undergraduate students. Early chapters of the book focus on the typical features of time series data in business and economics. Later chapters are concerned with the discussion of some important concepts in time series analysis, the techniques that can be readily applied in practice, different modeling methods and model structures, multivariate time, and the common aspects across time series.

About this title

Book Description

Time Series Models for Business and Economic Forecasting by Philip Franses is the most up to-date and accessible guide to one of the fastest growing areas in business and economic analysis. Philip Franses is a rising star within econometrics teaching and research, and is widely regarded as one of the most accomplished young econometricians in Europe. This textbook is based around his highly successful lecture programme for multi-diciplinary, graduate and undergraduate students.

Review

'Franses reviews the more recent developments in modeling time series to focus on generating ex ante forecasts: seasonal unit roots, period models, aberrant observations, and common features. For each method, intuitive motivation and practical considerations are discussed in detail, making the book very readable ... should be beneficial for students and instructors of applications-oriented courses as well as for practitioners who wish to obtain a first, but not too technical, impression of time series forecasting using modern , recently developed methods.' Journal of the American Statistical Association

Edition details

• Publisher: Cambridge University Press
• Publication date: 1999
• Language: English
• ISBN 10: 0521584043
• ISBN 13: 9780521584043
• Binding: Hardcover
• Number of pages: 296