Time Series Models for Business and Economic Forecasting - Hardcover

Franses, Philip Hans; Dijk, Dick Van; Opschoor, Anne

Hardcover

ISBN 10: 0521817706 ISBN 13: 9780521817707

Publisher: Cambridge University Press, 2014

Synopsis

With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and example-driven approach, this textbook summarises the most critical decisions, techniques and steps involved in creating forecasting models for business and economics. Students are led through the process with an entirely new set of carefully developed theoretical and practical exercises. Chapters examine the key features of economic time series, univariate time series analysis, trends, seasonality, aberrant observations, conditional heteroskedasticity and ARCH models, non-linearity and multivariate time series, making this a complete practical guide. Downloadable datasets are available online.

About this title

Book Description

With a new author team contributing decades of practical experience, this fully updated second edition textbook summarises the most critical decisions, techniques and steps in creating effective forecasting models. Includes all new theoretical and practical exercises geared at guiding students through the steps of creating forecasting models on their own.

About the Author

Philip Hans Franses is Professor of Applied Econometrics and Professor of Marketing Research at the Erasmus School of Economics.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2014
• ISBN 10: 0521817706
• ISBN 13: 9780521817707
• Binding: Hardcover
• Language: English
• Edition number: 2
• Number of pages: 314