Forecasting Economic Time Series (ECONOMIC THEORY, ECONOMETRICS, AND MATHEMATICAL ECONOMICS) - Hardcover
Book 10 of 31: ECONOMIC THEORY, ECONOMETRICS, AND MATHEMATICAL ECONOMICS
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.
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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Forecasting Economic Time Series (ECONOMIC THEORY, ECONOMETRICS, AND MATHEMATICAL ECONOMICS)
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Forecasting Economic Time Series
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