Forecasting in Business and Economics
Forecasting in Business and Economics
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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 | Unavailable |
| ISBN 13 | 9780122951848 |
| ISBN 10 | 0122951840 |
| Title | Forecasting in Business and Economics |
| Author | C W J Granger |
| Series | Economic Theory Econometrics And Mathematical Economics |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Emerald Publishing Limited |
| Year published | 1986-11-14 |
| Number of pages | 330 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |