Time Series Models for Business and Economic Forecasting

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. Downloadable datasets are available online.

Author: Philip Hans Franses, Dick Van Dijk, Anne Opschoor
Publisher: Cambridge University Press
Published: 04/24/2014
Pages: 311
Binding Type: Paperback
Weight: 1.50lbs
Size: 9.60h x 7.40w x 0.70d
ISBN: 9780521520911

About the Author
Franses, Philip Hans: - Philip Hans Franses is Professor of Applied Econometrics and Professor of Marketing Research at the Erasmus School of Economics.Opschoor, Anne: - Anne Opschoor has recently completed a Ph.D. at the Erasmus School of Economics and is an Assistant Professor at the Free University.Dijk, Dick Van: - Dick van Dijk is Professor of Financial Econometrics at the Erasmus School of Economics.