000 02455cam a2200337 i 4500
008 140430s2014 enk b 001 0 eng
020 _a9780521817707 (hardback)
020 _a9780521520911 (paperback)
040 _aDLC
_cDLC
050 0 0 _aHA30.3
_b.F7 2014
082 0 0 _a330.01'51955
_bFRA
100 1 _aFranses, Philip Hans
245 1 0 _aTime series models for business and economic forecasting /
250 _a2nd edition.
260 _aCambridge :
_bCambridge University Press,
_cc2014.
300 _axii, 300 pages ;
504 _aIncludes bibliographical references (pages 284-297) and index.
520 _a"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. A companion website with downloadable datasets, exercises and lecture slides rounds out the full learning package"--
520 _a"The econometric analysis of economic and business time series is a major field of research and application. The last few decades have witnessed an increasing interest in both theoretical and empirical developments in constructing time series models and in their important application in forecasting. This book aims at reviewing several important developments within the context of forecasting business and economic time series"--
590 _aosc 24/10/17
591 _aLoans
650 0 _aTime-series analysis.
650 0 _aSocial sciences--Statistical methods
650 0 _aBusiness forecasting.
650 0 _aEconomic forecasting.
700 1 _aDijk, Dick van.
700 1 _aOpschoor, Anne.
856 4 2 _uhttp://assets.cambridge.org/97805218/17707/cover/9780521817707.jpg
942 _2ddc
_cBOOK
949 _a330.01'51955 FRA
999 _c6789
_d6789