Time Series Models for Business and Economic Forecasting
- Textbook
Description
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…
- Add bookmark
- Cite
- Share
Key features
- Thoroughly tested, this textbook has been used in classrooms since 1996, and revised on the basis of student and instructor feedback indicating that the book should be made more practical
- All exercises are previous exam questions from one of Europe's leading centres for teaching and research in econometrics, the Econometric Institute at Erasmus University, and answers are included
About the book
- DOI https://doi.org/10.1017/CBO9781139049894
- Subjects Econometrics and Mathematical Methods,Economics,Statistics and Probability,Statistics for Econometrics, Finance and Insurance
- Format: Paperback
- Publication date: 24 April 2014
- ISBN: 9780521520911
- Dimensions (mm): 246 x 189 mm
- Weight: 0.69kg
- Contains: 81 b/w illus. 17 tables 65 exercises
- Page extent: 311 pages
- Availability: Available
- Format: Hardback
- Publication date: 24 April 2014
- ISBN: 9780521817707
- Dimensions (mm): 246 x 189 mm
- Weight: 0.82kg
- Contains: 81 b/w illus. 17 tables 65 exercises
- Page extent: 314 pages
- Availability: Available
- Format: Digital
- Publication date: 28 May 2018
- ISBN: 9781139049894
Access options
Review the options below to login to check your access.
Personal login
Log in with your Cambridge Higher Education account to check access.
Purchase options
There are no purchase options available for this title.
If you believe you should have access to this content, please contact your institutional librarian or consult our FAQ page for further information about accessing our content.