For junior/senior undergraduates in a variety of fields such as economics, business administration, applied mathematics and statistics, and for graduate students in quantitative masters programs such as MBA and MA/MS in economics.
A student-friendly approach to understanding forecasting.
Knowledge of forecasting methods is among the most demanded qualifications for professional economists, and business people working in either the private or public sectors of the economy. The general aim of this textbook is to carefully develop sophisticated professionals, who are able to critically analyze time series data and forecasting reports because they have experienced the merits and shortcomings of forecasting practice.
By:
Gloria González-Rivera Imprint: Routledge Country of Publication: United States Dimensions:
Height: 235mm,
Width: 191mm,
Spine: 22mm
Weight: 1.116kg ISBN:9780131474932 ISBN 10: 0131474936 Pages: 510 Publication Date:08 January 2012 Audience:
College/higher education
,
A / AS level
Replaced By: 9780815362241 Format:Hardback Publisher's Status: Active
1. Introduction and Context 2. A Review of Basic Statistics Concepts and the Linear Regression Model 3. Statistics and Time Series 4. Tools of the Forecaster 5. Understanding Linear Dependence: A Link to Economic Models 6. Forecasting with Moving Average (MA) Processes 7. Forecasting with AutoRegressive (AR) Processes 8. Forecasting Practice: Modeling San Diego House Price Index 9. Assessment of Forecasts and Combination of Forecasts 10. Forecasting the Long Run: Deterministic and Stochastic Trends 11. Forecasting with a System of Equations: Vector AutoRegression 12. Forecasting the Long Run and the Short Run Jointly: Cointegration and Error Correction Models 13. Forecasting Volatility I 14. Forecasting Volatility II 15. Financial Applications of Time-varying Volatility 16. Forecasting with Nonlinear Models
Gloria Gonzalez-Rivera, University of California Riverside, USA