Time Series Models for Business and Economic Forecasting
Summary
The feel-good place to buy books
Time Series Models for Business and Economic Forecasting by Philip Hans Franses
The econometric analysis of economic and business time series is a major field of research and application. The last few decades have witnessed an increasing interest in both theoretical and empirical developments in constructing time series models and in their important application in forecasting. In Time Series Models for Business and Economic Forecasting, Philip Franses examines recent developments in time series analysis. The early parts of the book focus on the typical features of time series data in business and economics. Part III is concerned with the discussion of some important concepts in time series analysis, the discussion focuses on the techniques which can be readily applied in practice. Parts IV-VIII suggest different modeling methods and model structures. Part IX extends the concepts in chapter three to multivariate time series. Part X examines common aspects across time series.
'Franses 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 featuresFor 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
Franses, Philip Hans: - Philip Hans Franses is Professor of Applied Econometrics and Professor of Marketing Research at the Erasmus Universiteit Rotterdam. He is an elected Fellow of the International Institute of Forecasters, the Journal of Econometrics and of the Royal Netherlands Academy of Arts and Sciences. He has published several books, including A Concise Introduction to Econometrics (Cambridge, 2002), and more than 250 articles in international journals.
| SKU | Unavailable |
| ISBN 13 | 9780521586412 |
| ISBN 10 | 0521586410 |
| Title | Time Series Models for Business and Economic Forecasting |
| Author | Philip Hans Franses |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Cambridge University Press |
| Year published | 1998-10-15 |
| Number of pages | 292 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |