Time Series Models for Business and Economic Forecasting - Rilegato

Franses, Philip Hans

Rilegato

ISBN 10: 0521584043 ISBN 13: 9780521584043

Casa editrice: Cambridge University Press, 1998

Riassunto

An introduction to time series models for business and economic forecasting.

Su questo libro

Recensione

'Franses reviews the more recent developments in modeling time series to focus on generating ex ante forecasts: seasonal unit roots, period models, aberrant observations, and common features. For each method, intuitive motivation and practical considerations are discussed in detail, making the book very readable ... should be beneficial for students and instructors of applications-oriented courses as well as for practitioners who wish to obtain a first, but not too technical, impression of time series forecasting using modern , recently developed methods.' Journal of the American Statistical Association

Descrizione del libro

This textbook on empirical time series analysis in economics and business synthesizes recent developments, and focuses on the practical implementation in out-of-sample forecasting. Written by one of Europe's leading econometricians, and based around a highly successful lecture programme, it is the most up-to-date book on this subject.

Dettagli dell?edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 1998
• ISBN 10: 0521584043
• ISBN 13: 9780521584043
• Rilegatura: Copertina rigida
• Lingua: Inglese
• Numero di pagine: 296
• Contatto del produttore: non disponibile