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.
Table of Contents
Chapter 1: Introduction and Context
Chapter 2: A Review of Basic Statistics Concepts and the Linear Regression Model
Chapter 3: Statistics and Time Series
Chapter 4: Tools of the Forecaster
Chapter 5: Understanding Linear Dependence: A Link to Economic Models
Chapter 6: Forecasting with Moving Average (MA) Processes
Chapter 7: Forecasting with AutoRegressive (AR) Processes
Chapter 8: Forecasting Practice: Modeling San Diego House Price Index
Chapter 9: Assessment of Forecasts and Combination of Forecasts
Chapter 10: Forecasting the Long Run: Deterministic and Stochastic Trends
Chapter 11: Forecasting with a System of Equations: Vector AutoRegression
Chapter 12: Forecasting the Long Run and the Short Run Jointly: Cointegration and Error Correction Models
Chapter 13: Forecasting Volatility I
Chapter 14: Forecasting Volatility II
Chapter 15: Financial Applications of Time-varying Volatility
Chapter 16: Forecasting with Nonlinear Models
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Forecasting for Economics and Business, CourseSmart eTextbook
Format: Safari Book
$107.99 | ISBN-13: 978-0-13-246249-5