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Time Series Models for Business and Economic Forecasting Philip Hans Franses

Time Series Models for Business and Economic Forecasting By Philip Hans Franses

Time Series Models for Business and Economic Forecasting by Philip Hans Franses

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Summary

With a new author team contributing decades of practical experience, this fully updated second edition textbook summarises the most critical decisions, techniques and steps in creating effective forecasting models. Includes all new theoretical and practical exercises geared at guiding students through the steps of creating forecasting models on their own.

Time Series Models for Business and Economic Forecasting Summary

Time Series Models for Business and Economic Forecasting by Philip Hans Franses

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.

Time Series Models for Business and Economic Forecasting Reviews

Review of the first edition: 'Reviews the more recent developments in modeling time series to focus on generating ex ante forecasts: seasonal unit roots, period models, aberrant observations, and common features. For each method, intuitive motivation and practical considerations are discussed in detail, making the book very readable ... should be beneficial for students and instructors of applications-oriented courses as well as for practitioners who wish to obtain a first, but not too technical, impression of time series forecasting using modern, recently developed methods.' Journal of the American Statistical Association
'I highly recommend the second edition of this book. The authors have made wise choices of covering the most valuable and practical time-series methods for economic and business forecasting. The text is well written and the exercises and illustrations connect with some of the best statistical software available. In an age of digital time-series data explosion in a variety of disciplines, this book can only gain in importance and impact.' Dominique M. Hanssens, Bud Knapp Distinguished Professor of Marketing, University of California, Los Angeles
'This book is well written; it takes the reader through a carefully selected part of the recent and important research on time series models to be used for out-of-sample forecasting. In short, the book is a must for students of this area.' Svend Hylleberg, Dean of the School of Business and Social Sciences, Aarhus University

About Philip Hans Franses

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.

Table of Contents

Preface; 1. Introduction and overview; 2. Key features of economic time series; 3. Useful concepts in univariate time series analysis; 4. Trends; 5. Seasonality; 6. Aberrant observations; 7. Conditional heteroskedasticity; 8. Non-linearity; 9. Multivariate time series; Index.

Additional information

NLS9780521520911
9780521520911
0521520916
Time Series Models for Business and Economic Forecasting by Philip Hans Franses
Philip Hans Franses
New
Paperback
Cambridge University Press
2014-04-24
311
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a new book - be the first to read this copy. With untouched pages and a perfect binding, your brand new copy is ready to be opened for the first time

Customer Reviews - Time Series Models for Business and Economic Forecasting