338 numbered pages; stamp on inside half title page; some minor highlighting in text; light wear to corners and edges of black softcover; minor rub to cover; a couple minor creases to cover; several minor dings to cover; weighs 1 pound and 1 ounce; measures 8.8 by 5.8 by .65 inches; 070123; This thoroughly revised second edition of an upper-level undergraduate/graduate text describes many major techniques of forecasting used in economics and business.

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Bibliographic Details

Title

Forecasting Economic Time Series, Second Edition (Economic Theory, Econometrics, and Mathematical Economics)

Publisher

Academic Press

Publication Date

1986

ISBN 10

0122951840

ISBN 13

9780122951848

Binding

Soft cover

Edition

2nd Edition

Condition

Good

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About this title

Synopsis

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.

From the Back Cover

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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