Francis X. Diebold Elements of Forecasting

ISBN 13: 9780538862448

Elements of Forecasting

3,29 valoración promedio
( 21 valoraciones por Goodreads )
 
9780538862448: Elements of Forecasting

Elements of Forecasting is a concise, modern survey of business and economics forecasting. Written by one of the world's leading experts on forecasting, the text focuses on the core techniques with the widest applicability. It is applications-oriented and illustrates all methods with detailed, real-world application.

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About the Author:

Francis X. Diebold is William Polk Carey Professor of Economics, and Professor of Finance and Statistics, at the University of Pennsylvania and its Wharton School, and Faculty Research Associate at the National Bureau of Economic Research in Cambridge, Mass. He is a leader in forecasting, econometrics, risk management, quantitative finance, and macroeconomics, with extensive experience simultaneously in academic, corporate, and policy circles. Dr. Diebold has published more than one hundred articles and ten books and edited volumes. He has received widespread recognition for his work, including election to Fellowship in the Econometric Society, Sloan and Guggenheim Fellowships, and election to advisory and editorial boards of numerous leading journals, including Econometrica and Review of Economics and Statistics. Dr. Diebold is equally active in corporate and policy affairs, and he is consulted regularly by financial firms, governments and multilateral organizations, worldwide. His latest book is Measuring and Forecasting Financial Market Volatilities and Correlations. Dr. Diebold is a popular lecturer, both in the U.S. and internationally. He has held visiting appointments in Economics and Finance at Princeton University, Cambridge University, the University of Chicago, the London School of Economics, and New York University. He is also active in executive education; his ongoing annual courses include those at the International Monetary Fund (Washington, DC) and FAME (Geneva). He has received several prizes for outstanding teaching. Dr. Diebold received his B.S. from the Wharton School in 1981 and his Ph.D. in 1986. Before returning to the University of Pennsylvania in 1989, he worked as an economist under Paul Volcker and Alan Greenspan at the Board of Governors of the Federal Reserve System in Washington DC. He is married with three children and lives in Wayne, Pennsylvania.

Review:

"The text is excellent from instructor's perspective. It is focused and comprehensive. The text is empirically oriented. It covers major issues of time-series econometrics at the undergraduate level. Including several comprehensive applications is a unique and outstanding feature of this book."

"I will adopt the new edition. Coverage and organization of the book are excellent and focused on the student while giving many pointers and references to advanced material and even current research."

"The strength of the Diebold text is that it covers sufficiently diverse topics related to forecasting methods (compared with other books in the market). Also, its nicely organized flow of the topics should be very accessible to many readers, which is the primary reason why I assigned this book to my students."

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Francis X. Diebold
ISBN 10: 0538862440 ISBN 13: 9780538862448
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Diebold, Francis X.
Editorial: Cengage Learning (1997)
ISBN 10: 0538862440 ISBN 13: 9780538862448
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Descripción Cengage Learning, 1997. Paperback. Estado de conservación: New. Never used!. Nº de ref. de la librería P110538862440

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Francis X. Diebold
Editorial: South-Western Pub (1997)
ISBN 10: 0538862440 ISBN 13: 9780538862448
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Descripción South-Western Pub, 1997. Paperback. Estado de conservación: New. Bk&Disk. Nº de ref. de la librería DADAX0538862440

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