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Forecasting in Business and Economics : Economic Theory, Econometrics, and Mathematical Economics - C. W. J. Granger

Forecasting in Business and Economics

Economic Theory, Econometrics, and Mathematical Economics

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

Paperback Published: 1st November 1986
ISBN: 9780122951848
Number Of Pages: 330

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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

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
Author Index
Subject Index
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780122951848
ISBN-10: 0122951840
Series: Economic Theory, Econometrics, and Mathematical Economics
Audience: General
Format: Paperback
Language: English
Number Of Pages: 330
Published: 1st November 1986
Publisher: Emerald Publishing Limited
Country of Publication: GB
Dimensions (cm): 22.91 x 15.29  x 1.73
Weight (kg): 0.47
Edition Number: 2
Edition Type: Revised

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