Ebook283 pages7 hours
Forecasting Economic Time Series
By C. W. J. Granger, Paul Newbold and Karl Shell
Rating: 5 out of 5 stars
5/5
()
About this ebook
Economic Theory, Econometrics, and Mathematical Economics, Second Edition: Forecasting Economic Time Series presents the developments in time series analysis and forecasting theory and practice. This book discusses the application of time series procedures in mainstream economic theory and econometric model building. Organized into 10 chapters, this edition begins with an overview of the problem of dealing with time series possessing a deterministic seasonal component. This text then provides a description of time series in terms of models known as the time-domain approach. Other chapters consider an alternative approach, known as spectral or frequency-domain analysis, that often provides useful insights into the properties of a series. This book discusses as well a unified approach to the fitting of linear models to a given time series. The final chapter deals with the main advantage of having a Gaussian series wherein the optimal single series, least-squares forecast will be a linear forecast. This book is a valuable resource for economists.
Related to Forecasting Economic Time Series
Related ebooks
An Introduction to Time Series Analysis and Forecasting: With Applications of SAS® and SPSS® Rating: 5 out of 5 stars5/5Forecasting in Business and Economics Rating: 2 out of 5 stars2/5Economic Forecasting Rating: 0 out of 5 stars0 ratingsBayesian Inference: With Ecological Applications Rating: 1 out of 5 stars1/5An Introduction to Stochastic Modeling Rating: 0 out of 5 stars0 ratingsProbability and Mathematical Statistics: An Introduction Rating: 3 out of 5 stars3/5Applied Time Series Analysis: A Practical Guide to Modeling and Forecasting Rating: 5 out of 5 stars5/5Handbook of Economic Forecasting Rating: 0 out of 5 stars0 ratingsEssentials of Time Series for Financial Applications Rating: 5 out of 5 stars5/5Probability, Statistics and Econometrics Rating: 0 out of 5 stars0 ratingsMostly Harmless Econometrics: An Empiricist's Companion Rating: 4 out of 5 stars4/5Essentials of Applied Econometrics Rating: 0 out of 5 stars0 ratingsStructural Macroeconometrics: Second Edition Rating: 3 out of 5 stars3/5Asset Price Dynamics, Volatility, and Prediction Rating: 5 out of 5 stars5/5Learn Econometrics Fast Rating: 0 out of 5 stars0 ratingsMarkov Processes for Stochastic Modeling Rating: 5 out of 5 stars5/5Applied Time Series Econometrics: A Practical Guide for Macroeconomic Researchers with a Focus on Africa Rating: 3 out of 5 stars3/5Hands-On Time Series Analysis with R: Perform time series analysis and forecasting using R Rating: 0 out of 5 stars0 ratingsHandbook of Econometrics Rating: 5 out of 5 stars5/5Handbook of Monetary Economics Rating: 5 out of 5 stars5/5Bayesian Estimation of DSGE Models Rating: 5 out of 5 stars5/5Foundations of Econometrics Rating: 0 out of 5 stars0 ratingsGARCH Models: Structure, Statistical Inference and Financial Applications Rating: 5 out of 5 stars5/5Flexible Bayesian Regression Modelling Rating: 0 out of 5 stars0 ratingsAdvances in Time Series Forecasting: Volume 2 Rating: 0 out of 5 stars0 ratingsApplied Econometrics: A Simple Introduction Rating: 5 out of 5 stars5/5Analysis of Economic Time Series: A Synthesis Rating: 0 out of 5 stars0 ratingsRegression Analysis: An Intuitive Guide for Using and Interpreting Linear Models Rating: 5 out of 5 stars5/5Financial Decisions and Markets: A Course in Asset Pricing Rating: 4 out of 5 stars4/5The Econometrics of Financial Markets Rating: 4 out of 5 stars4/5
Industries For You
YouTube Secrets: The Ultimate Guide to Growing Your Following and Making Money as a Video I Rating: 5 out of 5 stars5/5Sleight of Mouth: The Magic of Conversational Belief Change Rating: 5 out of 5 stars5/5Fast Food Nation: The Dark Side of the All-American Meal Rating: 0 out of 5 stars0 ratingsYouTube 101: The Ultimate Guide to Start a Successful YouTube channel Rating: 5 out of 5 stars5/5INSPIRED: How to Create Tech Products Customers Love Rating: 5 out of 5 stars5/5Music Law: How to Run Your Band's Business Rating: 0 out of 5 stars0 ratingsBottle of Lies: The Inside Story of the Generic Drug Boom Rating: 4 out of 5 stars4/5Shopify For Dummies Rating: 0 out of 5 stars0 ratingsDisney's Land: Walt Disney and the Invention of the Amusement Park That Changed the World Rating: 4 out of 5 stars4/5Energy: A Beginner's Guide Rating: 4 out of 5 stars4/5Powerhouse: The Untold Story of Hollywood's Creative Artists Agency Rating: 4 out of 5 stars4/5The Market Gardener: A Successful Grower's Handbook for Small-Scale Organic Farming Rating: 4 out of 5 stars4/5Artpreneur: The Step-by-Step Guide to Making a Sustainable Living From Your Creativity Rating: 2 out of 5 stars2/5The Best Story Wins: How to Leverage Hollywood Storytelling in Business & Beyond Rating: 5 out of 5 stars5/5How We Do Harm: A Doctor Breaks Ranks About Being Sick in America Rating: 4 out of 5 stars4/5Bad Pharma: How Drug Companies Mislead Doctors and Harm Patients Rating: 4 out of 5 stars4/5The Best American Food Writing 2018 Rating: 4 out of 5 stars4/5The House of Gucci: A True Story of Murder, Madness, Glamour, and Greed Rating: 4 out of 5 stars4/5Pharma: Greed, Lies, and the Poisoning of America Rating: 5 out of 5 stars5/5Excellence Wins: A No-Nonsense Guide to Becoming the Best in a World of Compromise Rating: 5 out of 5 stars5/5Weird Things Customers Say in Bookstores Rating: 5 out of 5 stars5/5Uncanny Valley: A Memoir Rating: 4 out of 5 stars4/5All the Beauty in the World: The Metropolitan Museum of Art and Me Rating: 4 out of 5 stars4/5A Study of the Federal Reserve and its Secrets Rating: 4 out of 5 stars4/5
Reviews for Forecasting Economic Time Series
Rating: 5 out of 5 stars
5/5
2 ratings0 reviews
Book preview
Forecasting Economic Time Series - C. W. J. Granger
Enjoying the preview?
Page 1 of 1