Forecasting Economic Time Series

Přední strana obálky
Academic Press, 1986 - Počet stran: 338
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

Co říkají ostatní - Napsat recenzi

Na obvyklých místech jsme nenalezli žádné recenze.

Další vydání - Zobrazit všechny

O autorovi (1986)

Paul Newbold was born in England in 1945. In 1966 he obtained a BSc in Economics at the London School of Economics, before continuing to study for a PhD in Statistics at the University of Wisconsin. He worked under the supervision of George Box, and was awarded his PhD in 1970. His first academic posts were at the University of Nottingham, where he spent time in both the Department of Economics and the Department of Mathematics. From 1979-1994 he was Professor at the University of Illinois, before returning to the University of Nottingham in 1994 as Professor of Econometrics. Paul Newbold has had a large influence on the discipline of time series econometrics, particularly in the areas of non-stationary time series, forecasting, and univariate time series analysis. He has published extensively in journals such as Journal of Econometrics, Journal of Business and Economic Statistics, Journal of the American Statistical Association, Biometrika, and Econometric Theory. He retired in 2006 and is now Emeritus Professor of Econometrics.

Bibliografické údaje