Forecasting in Business and Economics

By: C. W. J. Granger (Editor)

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Paperback | 14 November 1986 | Edition Number 2

At a Glance

Paperback
292 Pages

Edition Type
Revised

Dimensions(cm)
23.5 x 15.88 x 1.91

Paperback

$156.75

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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.
Key Features
* 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

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You Can Find This Book In

Non-Fiction Economics Economic Forecasting Econometrics Microeconomics

Other Editions and Formats

Hardcover

Published: 28th April 1989

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Introduction to the Theory of Time Series
Spectral Analysis
Building Linear Time Series Models
The Theory of Forecasting
Practical Methods for Univariate Time Series Forecasting
Forecasting from Regression Models
Multiple Series Modeling and Forecasting
Building Multiple Time Series Forecasting Models
The Combination and Evaluation of Forecasts
Further Topics
References
Author Index
Subject Index
Table of Contents provided by Publisher. All Rights Reserved.

Forecasting in Business and Economics

At a Glance

Paperback

Shipping

How to return your order

Defective items

You Can Find This Book In

Other Editions and Formats

Hardcover

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