Time Series Models for Business and Economic Forecasting

Time Series Models for Business and Economic Forecasting
ISBN-10
0521584043
ISBN-13
9780521584043
Category
Business & Economics
Pages
296
Language
English
Published
1998-10-15
Publisher
Cambridge University Press
Author
Philip Hans Franses

Description

Time Series Models for Business and Economic Forecasting is the most up-to-date and accessible guide to one of the fastest growing areas in business and economic analysis. The author is regarded as one of the most accomplished econometricians in Europe and this book is based on his highly successful lecture program for multidisciplinary, graduate and upper level undergraduate students. Early chapters of the book focus on the typical features of time series data in business and economics. Later chapters are concerned with the discussion of some important concepts in time series analysis, the techniques that can be readily applied in practice, different modeling methods and model structures, multivariate time, and the common aspects across time series.

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