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Forecasting Economic Time Series

✍ Scribed by C. W. J. Granger, Paul Newbold and Karl Shell (Auth.)

Publisher
Elsevier Inc, Academic Press
Year
1986
Tongue
English
Leaves
345
Series
Economic Theory, Econometrics, and Mathematical Economics
Edition
2 Sub
Category
Library
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✦ Synopsis

This thoroughly revised second edition of an upper-level undergraduate/graduate text describes many major techniques of forecasting used in economics and business. This is the only time series book to concentrate on the forecasting of economic data and to cover such a broad range of topics. The key features are: explains how to specify and evaluate simple models from the time series and econometric approaches; places special emphasis on the information that is derived from the evaluation and combinations of forecasts; discusses the topics of technological and population forecasting; includes an expanded chapter on regression techniques; presents a practical forecasting project which runs throughout the text; includes an appendix on basic statistical concepts

✦ Table of Contents

Content:
Inside Front Cover, Page ii
Front Matter, Page iii
Copyright, Page iv
Dedication, Page v
PREFACE TO THE SECOND EDITION, Page xi
PREFACE TO THE FIRST EDITION, Pages xiii-xiv
CHAPTER ONE - INTRODUCTION TO THE THEORY OF TIME SERIES, Pages 1-44
CHAPTER TWO - SPECTRAL ANALYSIS, Pages 45-75
CHAPTER THREE - BUILDING LINEAR TIME SERIES MODELS, Pages 76-119
CHAPTER FOUR - THE THEORY OF FORECASTING, Pages 120-150
CHAPTER FIVE - PRACTICAL METHODS FOR UNIVARIATE TIME SERIES FORECASTING, Pages 151-186
CHAPTER SIX - FORECASTING FROM REGRESSION MODELS, Pages 187-215
CHAPTER SEVEN - MULTIPLE SERIES MODELING AND FORECASTING, Pages 216-234
CHAPTER EIGHT - BUILDING MULTIPLE TIME SERIES FORECASTING MODELS, Pages 235-264
CHAPTER NINE - THE COMBINATION AND EVALUATION OF FORECASTS, Pages 265-296
CHAPTER TEN - FURTHER TOPICS, Pages 297-316
REFERENCES, Pages 317-330
AUTHOR INDEX, Pages 331-334
SUBJECT INDEX, Pages 335-338

✦ Subjects

Финансово-экономические дисциплины;Прогнозирование социально-экономических процессов;

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