Time Series Models for Business and Economic Forecasting (Themes in Modern Econometrics)

Time Series Models for Business and Economic Forecasting by Philip Franses is the most up to-date and accessible guide to one of the fastest growing areas in business and economic analysis. Philip Franses is a rising star within econometrics teaching and research, and is widely regarded as one of the most accomplished young econometricians in Europe. This textbook is based around his highly successful lecture programme for multi-diciplinary, graduate and undergraduate students.

'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 features. For 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

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