Time Series Models for Business and Economic Forecasting

Name: Time Series Models for Business and Economic Forecasting
SKU: 10377109
Price: 180.00 NZD
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Paperback / softback

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Description

With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and example-driven approach, this textbook summarises the most critical decisions, techniques and steps involved in creating forecasting models for business and economics. Students are led through the process with an entirely new set of carefully developed theoretical and practical exercises. Chapters examine the key features of economic time series, univariate time series analysis, trends, seasonality, aberrant observations, conditional heteroskedasticity and ARCH models, non-linearity and multivariate time series, making this a complete practical guide. Downloadable datasets are available online.

Author Biography:

Philip Hans Franses is Professor of Applied Econometrics and Professor of Marketing Research at the Erasmus School of Economics. Dick van Dijk is Professor of Financial Econometrics at the Erasmus School of Economics. Anne Opschoor has recently completed a Ph.D. at the Erasmus School of Economics and is an Assistant Professor at the Free University.

Release date NZ

April 24th, 2014

Author

Audiences

Professional & Vocational
Tertiary Education (US: College)

Edition

2nd Revised edition

Illustrations

Worked examples or Exercises; 17 Tables, black and white; 81 Line drawings, unspecified

Pages

311

Dimensions

190x246x15

ISBN-13

9780521520911

Product ID

10377109

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