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Time Series Models For Business And Economic Forecasting

by Philip Hans Franses

2020-12-29 09:03:10

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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 ti... Read more
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. Downloadable datasets are available online. Less

Book Details

File size10 X 7.64 X 0.71 in
Print pages314
PublisherCambridge University Press
Publication date April 24, 2014
LanguageEnglish
ISBN9780521817707
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Philip Hans Franses
Author
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