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Forecasting in Business and Economics. 2nd ed. C.W.J.グレンジャー著 経営学と経済学における予測 第2版
・ISBN 978-0-12-295181-7 hard US$ 112.99
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| 著者・編者 | Granger, Clive W. J., |
|---|---|
| シリーズ | Economic Theory, Econometrics, and Mathematical Economics |
| 出版社 | (Academic Pr., US) |
| 出版年月 | 1989 |
| ページ数 | 290 pp. |
| 言語 | ENG |
| ニュース番号 | ＜000-12459＞ |
解説
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.