Time Series Models for Business and Economic Forecasting (BOK)

Philip Hans Franses

599,00 59900
Sendes vanligvis innen 5-15 dager
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.

Produktfakta

Språk Engelsk Engelsk Innbinding Heftet
Utgitt 2014 Forfatter Philip Hans Franses
Forlag
CAMBRIDGE UNIVERSITY PRESS
ISBN 9780521520911
Antall sider 311 Dimensjoner 18,9cm x 24,6cm x 2,5cm
Vekt 663 gram Leverandør Bertram Trading Ltd