Time Series Models for Business and Economic Forecasting

Taking a practical approach, this updated and classroom-tested textbook prepares students to create effective forecasting models for business and economics.

Sommario

Preface; 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; Index.

Info autore

Philip Hans Franses is Professor of Applied Econometrics and Professor of Marketing Research at the Erasmus School of Economics.Dick van Dijk is Professor of Financial Econometrics at the Erasmus School of Economics.Anne Opschoor has recently completed a Ph.D. at the Erasmus School of Economics and is an Assistant Professor at the Free University.

Riassunto

With a new author team contributing decades of practical experience, this fully updated second edition textbook summarises the most critical decisions, techniques and steps in creating effective forecasting models. Includes all new theoretical and practical exercises geared at guiding students through the steps of creating forecasting models on their own.

Dettagli sul prodotto

• Autori: Dick Van Dijk, Dijk Dick van, Philip Hans Franses, Philip Hans Dijk Franses, Anne Opschoor, Opschoor Anne
• Editore: Cambridge University Press ELT
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 30.06.2014
• EAN: 9780521817707
• ISBN: 978-0-521-81770-7
• Pagine: 314
• Categorie: Scienze sociali, diritto, economia > Economia > Altro; BUSINESS & ECONOMICS / Econometrics, Economic statistics, Econometrics, economic forecasting, Econometrics and economic statistics