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Forecasting in Business and Economics, Second Edition (Economic Theory, Econometrics, and Mathematical Economics)
 
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Forecasting in Business and Economics, Second Edition (Economic Theory, Econometrics, and Mathematical Economics) [Paperback]

C. W. J. Granger (Author), Paul Newhold (Author), Paul Newbold (Author)
5.0 out of 5 stars  See all reviews (2 customer reviews)

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Book Description

0122951840 978-0122951848 November 28, 1986 2
This thoroughly revised second edition of an upper-level undergraduate/graduate text describes many major techniques of forecasting used in economics and business. This is the only time series book to concentrate on the forecasting of economic data and to cover such a broad range of topics. Its key features are: gives a complete description, with applications, of the Box-Jenkins single series modeling techniques; extends the Box-Jenkins techniques to multivariate cases; compares forecasts from purely statistical and econometric models; pays careful attention to such problems as how to evaluate and compare forecasts; covers nonstationary and nonlinear models, co-integration and error-correction models.

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From the Back Cover

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.

Product Details

  • Paperback: 292 pages
  • Publisher: Emerald Group Publishing Limited; 2 edition (November 28, 1986)
  • Language: English
  • ISBN-10: 0122951840
  • ISBN-13: 978-0122951848
  • Product Dimensions: 8.9 x 6 x 0.6 inches
  • Shipping Weight: 15.5 ounces (View shipping rates and policies)
  • Average Customer Review: 5.0 out of 5 stars  See all reviews (2 customer reviews)
  • Amazon Best Sellers Rank: #2,445,717 in Books (See Top 100 in Books)

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7 of 7 people found the following review helpful:
5.0 out of 5 stars Forecasting Economic Time Series by Granger & Newbold, January 23, 2006
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This is a great book, if you are looking for a graduate level experience -- but beware. There are 2 texts from 1986 with the same ISBN number. The first is a Hardcover book by Granger and is an undergraduate text. The second is a Paperback book by Granger and Newbold and is the real deal for grad students interested in time series analysis. So if you want this book, be sure to order the Paperback by Newbold. Good Luck! I received the Hardback copy twice in error before receiving the great paperback.
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1 of 10 people found the following review helpful:
5.0 out of 5 stars Good Book, September 8, 2000
A Kid's Review
I learned a lot by reading this book. I know well how to use excel now and I did very well in class
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