Taking a practical approach, this updated and classroom-tested textbook prepares students to create effective forecasting models for business and economics. Num Pages: 314 pages, 81 b/w illus. 17 tables 65 exercises. BIC Classification: KCH; KCJ. Category: (U) Tertiary Education (US: College). Dimension: 246 x 189 x 19. Weight in Grams: 760. . 2014. 2nd Edition. hardcover. . . . .

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Bibliographic Details

Title: Time Series Models for Business and Economic Forecasting
Publisher: Cambridge University Press
Publication Date: 2014
Language: English
ISBN 10: 0521817706
ISBN 13: 9780521817707
Binding: Hardcover
Edition: 2nd Edition
Condition: New

About this title

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 the Authors

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

Dick van Dijk is Professor of Financial Econometrics at the Erasmus School of Economics.

Anne Opschoor has recently completed a Ph.D. at the Erasmus School of Economics and is an Assistant Professor at the Free University.

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