Forecasting in Business and Economics by C W J Granger

Forecasting in Business and Economics by C W J Granger

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.

SKU	Nicht verfügbar
ISBN 13	9780122951848
ISBN 10	0122951840
Titel	Forecasting in Business and Economics
Autor	C W J Granger
Serie	Economic Theory Econometrics And Mathematical Economics
Buchzustand	Nicht verfügbar
Bindungsart	Paperback
Verlag	Emerald Publishing Limited
Erscheinungsjahr	1986-11-14
Seitenanzahl	330
Hinweis auf dem Einband	Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.
Hinweis	Nicht verfügbar