Forecasting in Business and Economics (Economic Theory, Econometrics, and Mathematical Economics) - Tapa blanda

Granger, Clive W. J.

 
9780122951848: Forecasting in Business and Economics (Economic Theory, Econometrics, and Mathematical Economics)

Sinopsis

Describes the major techniques of forecasting used in economics and business. This book focuses on the forecasting of economic data and covers a range of topics, including the description of the Box-Jenkins single series modeling techniques; forecasts from purely statistical and econometric models; nonstationary and nonlinear models; and more.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

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.

Key Features
* 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

"Sobre este título" puede pertenecer a otra edición de este libro.

Otras ediciones populares con el mismo título