FORECASTING IN BUSINESS AND ECONOMICS by C. W. J. Granger (Editor) ( 9780122951817 )

Item Details

Title:

FORECASTING IN BUSINESS AND ECONOMICS

By:

C. W. J. Granger (Editor)

Format:

Hardback

List price:

£62.99

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£56.69

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£6.30

ISBN 10:

0122951816

ISBN 13:

9780122951817

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Publisher:

EMERALD PUBLISHING LIMITED

Pub. date:

28 April, 1989

Edition:

2nd edition

Series:

Economic Theory, Econometrics, and Mathematical Economics

Pages:

290

Description:

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.

Synopsis:

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. Its key features are: 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.

Publication:

Imprint:

Academic Press Inc

Returns:

Returnable

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