Time Series Models for Business and Economic Forecasting

2. Auflage 2018
ISBN: 978-0-521-52091-1
Verlag: Cambridge University Press

Buch, Englisch, 311 Seiten, Format (B × H): 178 mm x 254 mm, Gewicht: 594 g

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.

Autoren/Hrsg.

Franses, Philip Hans

Dijk, Dick van

Opschoor, Anne

Fachgebiete

• Wirtschaftswissenschaften Betriebswirtschaft Bereichsspezifisches Management Kostenmanagement, Budgetierung
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Wirtschaftsprognose
• Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik

Inhaltsverzeichnis

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.

Über Autor(innen)

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.

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