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Paul Newbold

Forecasting in Business and Economics

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ISBN: 0122951840, 9780122951848
Издательство: Academic Press
Год издания: 2010
Страниц: 330
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 frompurely 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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