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Forecasting in Business and Economics

Forecasting in Business and Economics

Paperback

Series: Economic Theory, Econometrics, and Mathematical Economics

Economics

ISBN10: 0122951840
ISBN13: 9780122951848
Publisher: Emerald Pub Ltd
Published: Nov 14 1986
Pages: 330
Weight: 1.04
Height: 0.68 Width: 6.02 Depth: 9.02
Language: English
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.

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