Forecasting economic time series

Author(s)

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

Bibliographic Information

Forecasting economic time series

C.W.J. Granger, Paul Newbold

（Economic theory, econometrics, and mathematical economics）

Academic Press, c1986

2nd ed

• : hard
• : pbk

Other Title

Forecasting in business and economics

Note

Bibliography: p. 317-330

Includes indexes

Description and Table of Contents

Description

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. Its key features are: 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.

Table of Contents

Basic Concepts of Forecasting. Trend-Line Fitting and Forecasting. Forecasting From Time Series Models. Further Aspects of Time Series Forecasting. Regression Methods and Economic Models. Survey Data: Anticipations and Expectations. Leading Indicators. Evaluation and Combination of Forecasting. Population Forecasting. Technological Forecasting. World Models. Tech

by "Nielsen BookData"

Details

• NCID: BA00683009
• ISBN:
  • 0122951832
  • 0122951840
• LCCN: 86008071
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Orlando ; San Diego ; Tokyo
• Pages/Volumes: xiv, 338 p.
• Size: 24 cm
• Classification:
  • LCC : HB3730
  • DC19 : 338.5/442
• Subject Headings:
  • LCSH : Economic forecasting -- Mathematical models
  • LCSH : Time-series analysis
• Parent Bibliography ID:
  • BA00350877