Dick Van Dijk, Philip Hans Franses, Anne Opschoor

Time Series Models for Business and Economic Forecasting

• Broschiertes Buch

Produktbeschreibung

2nd edition.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 314
• Erscheinungstermin: 25. April 2018
• Englisch
• Abmessung: 254mm x 178mm x 18mm
• Gewicht: 594g
• ISBN-13: 9780521520911
• ISBN-10: 0521520916
• Artikelnr.: 40569930

Autorenporträt

Philip Hans Franses is Professor of Applied Econometrics and Professor of Marketing Research at the Erasmus School of Economics.

Inhaltsangabe

Preface
1. Introduction and overview
2. Key features of economic time series
3. Useful concepts in univariate time series analysis
4. Trends
5. Seasonality
6. Aberrant observations
7. Conditional heteroskedasticity
8. Non-linearity
9. Multivariate time series
Index.