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Item Details
Title: FORECASTING IN BUSINESS AND ECONOMICS
By: C. W. J. Granger (Editor)
Format: Paperback

List price: £73.99
Our price: £73.99
ISBN 10: 0122951840
ISBN 13: 9780122951848
Availability: This item will be printed on demand and will usually be dispatched within 10 days.
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Stock: Currently 0 available
Publisher: EMERALD PUBLISHING LIMITED
Pub. date: 1 November, 1986
Edition: 2nd edition
Series: Economic Theory, Econometrics, and Mathematical Economics
Pages: 330
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: UK
Imprint: Academic Press Inc
Returns: Non-returnable
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