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> Time Series Models for Business and Economic Forecasting

Time Series Models for Business and Economic Forecasting

Authors

Philip Hans Franses, Erasmus School of Economics, Rotterdam, Dick van Dijk, Erasmus School of Economics, Rotterdam, Anne Opschoor, Erasmus School of Economics, Rotterdam
Published 2014

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…

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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

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