عنوان

Time series models for business and economic forecasting /

(Number (ISBN

0521520916

(Number (ISBN

0521817706

(Number (ISBN

9780521520911

(Number (ISBN

9780521817707

Number

dltt

Title Proper

Time series models for business and economic forecasting /

General Material Designation

[Book]

First Statement of Responsibility

Philip Hans Franses, Dick van Dijk and Anne Opschoor

Edition Statement

Second edition

Specific Material Designation and Extent of Item

xii, 300 pages ;

Dimensions

25 cm

Text of Note

Includes bibliographical references and index

Text of Note

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

0

Text of Note

"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. This book aims at reviewing several important developments within the context of forecasting business and economic time series"--

Text of Note

"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. A companion website with downloadable datasets, exercises and lecture slides rounds out the full learning package"--

Business forecasting

Economic forecasting

Social sciences-- Statistical methods

Time-series analysis

Number

Edition

Class number

Book number

Franses, Philip Hans,1963-

Dijk, Dick van

Opschoor, Anne

Date of Transaction

20141124231833.0

Cataloguing Rules (Descriptive Conventions))

rda

Electronic name

[Book]

Y