Philip Hans Franses, Dick Van Dijk, Anne Opschoor

Time Series Models for Business and Economic Forecasting

• Gebundenes Buch

Produktbeschreibung

Taking a practical approach, this updated and classroom-tested textbook prepares students to create effective forecasting models for business and economics.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 314
• Erscheinungstermin: 4. Juli 2014
• Englisch
• Abmessung: 260mm x 183mm x 21mm
• Gewicht: 790g
• ISBN-13: 9780521817707
• ISBN-10: 0521817706
• Artikelnr.: 40570029

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.