C. W.J. Granger

Forecasting in Business and Economics

Издательство: Academic Press, 2006 г.
0122951816
Книгопечатная продукция
Объем: 292 стр.

Since the first edition of "Forecasting in Business and Economics" was published in 1980, the chapter on regression techniques has been expanded, and a practical forecasting project, constructed and evaluated by students, has been added, allowing the student to work through the techniques discussed. A new appendix of statistical concepts including the ideas underlying correlation and regression has also been added.

Professor Granger describes most of the major techniques of forecasting, including: forecasting from time series models, regression methods and econometric models, technological forecasting, world models, evaluation and combination of forecasts.

This book provides a helpful reference for anyone interested in forecasting and makes an excellent text for senior undergraduate and first year graduate courses in economics, business, and management, as well as such specialized areas as operations research and production engineering.

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