Forecasting in Business and Economics
Format:Paperback
Publisher:Emerald Publishing Limited
Published:14th Nov '86
Currently unavailable, and unfortunately no date known when it will be back
Key Features * 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
Describes the major techniques of forecasting used in economics and business. This book focuses on the forecasting of economic data and covers a range of topics, including the description of the Box-Jenkins single series modeling techniques; forecasts from purely statistical and econometric models; nonstationary and nonlinear models; and more.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.
ISBN: 9780122951848
Dimensions: 229mm x 152mm x 17mm
Weight: unknown
330 pages
2nd edition