Forecasting economic time series

著者

    • Granger, C. W. J. (Clive William John)
    • Newbold, Paul

書誌事項

Forecasting economic time series

C.W.J. Granger, Paul Newbold

(Economic theory and mathematical economics)

Academic Press, 1977

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注記

Includes indexes

Bibliography: p. 318-325

内容説明・目次

内容説明

This book has been updated to reflect developments in time series analysis and forecasting theory and practice, particularly as applied to economics. The second edition pays attention to such problems as how to evaluate and compare forecasts.

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