| Time Series Models for Business and Economic Forecasting Revised Edition Contributor(s): Franses, Philip Hans (Author), Dijk, Dick Van (Author), Opschoor, Anne (Author) |
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ISBN: 0521817706 ISBN-13: 9780521817707 Publisher: Cambridge University Press OUR PRICE: $159.60 Product Type: Hardcover - Other Formats Published: April 2014 |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics |
| Dewey: 330.015 |
| LCCN: 2014008493 |
| Physical Information: 0.8" H x 7.3" W x 9.8" (1.80 lbs) 314 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |
Contributor Bio(s): Franses, Philip Hans: - Philip Hans Franses is Professor of Applied Econometrics and Professor of Marketing Research at the Erasmus School of Economics.Dijk, Dick Van: - Dick van Dijk is Professor of Financial Econometrics at the Erasmus School of Economics.Opschoor, Anne: - Anne Opschoor has recently completed a Ph.D. at the Erasmus School of Economics and is an Assistant Professor at the Free University. |