Forecasting for Economics and Business

AvGloria González-Rivera

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Engelska, 2016

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Beskrivning

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.

Produktinformation

Utgivningsdatum:2016-12-05
Språk:Engelska
Filformat:EPUB
Kopieringsskydd:LCP
ISBN:9781315510392
Förlag:Taylor & Francis Ltd

Utforska kategorier

Mikroekonomi inom Ekonomi och Ledarskap

Mer om författaren

Gloria Gonzalez-Rivera, University of California Riverside, USA

Innehållsförteckning

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