Time Series Models for Business and Economic Forecasting (Themes in Modern Econometrics)

Franses, Philip Hans

ISBN 10: 0521586410 / ISBN 13: 9780521586412

Published by Cambridge University Press, 1998

About this Item

Seller Inventory # Abebooks132602

Bibliographic Details

• Title: Time Series Models for Business and Economic Forecasting (Themes in Modern Econometrics)
• Publisher: Cambridge University Press
• Publication Date: 1998
• Language: English
• ISBN 10: 0521586410
• ISBN 13: 9780521586412
• Binding: Paperback
• Condition: New

About this title

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.

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.