ECONOMETRIC MODELS AND ECONOMIC FORECASTS; SECOND EDITION
Author | : Robert Stephen PINDYCK |
Publisher | : |
Total Pages | : 8 |
Release | : 1986 |
Genre | : |
ISBN | : |
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Author | : Robert Stephen PINDYCK |
Publisher | : |
Total Pages | : 8 |
Release | : 1986 |
Genre | : |
ISBN | : |
Author | : Robert S. Pindyck |
Publisher | : McGraw-Hill Companies |
Total Pages | : 636 |
Release | : 1991 |
Genre | : Business & Economics |
ISBN | : |
First course in Econometrics in Economics Departments at better schools, also Economic/Business Forecasting. Statistics prerequisite but no calculus. Slightly higher level and more comprehensive than Gujarati (M-H, 1996) . P-R covers more time series and forecasting. P-R coverage is notch below Johnston-DiNardo (M-H, 97) and requires no matrix algebra. Includes data disk.
Author | : Robert S. Pindyck |
Publisher | : McGraw-Hill/Irwin |
Total Pages | : 664 |
Release | : 1998 |
Genre | : Business & Economics |
ISBN | : 9780079132925 |
This well known text helps students understand the art of model building - what type of model to build, building the appropriate model, testing it statistically, and applying the model to practical problems in forecasting and analysis.
Author | : Robert S. Pindyck |
Publisher | : |
Total Pages | : 630 |
Release | : 1981 |
Genre | : Econometrics |
ISBN | : |
Author | : |
Publisher | : |
Total Pages | : |
Release | : 1998 |
Genre | : |
ISBN | : |
Author | : C. W. J. Granger |
Publisher | : Academic Press |
Total Pages | : 353 |
Release | : 2014-05-10 |
Genre | : Business & Economics |
ISBN | : 1483273245 |
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.
Author | : Lawrence R. Klein |
Publisher | : University of Pennsylvania Press |
Total Pages | : 416 |
Release | : 2016-11-11 |
Genre | : Business & Economics |
ISBN | : 1512803561 |
Models of the American economy exist in government, research institutes, universities, and private corporations. Given the proliferation, it is wise to take stock because these models come from diverse sources and describe different conditions from alternative points of view. They could be saying different things about the economy. The high-level comparative studies in this volume, gathered from several issues of the International Economic Review, with a substantive introduction and the addition of more comparative material, evaluate the performance of eleven models of the American economy: the Wharton Mark Ill Model; Brookings Model; Hickman-Coen Annual Model; Liu-Hwa Monthly Model; Data Resources, Inc. (DRI) Model; Federal Reserve Bank of St. Louis Model; Michigan Quarterly Econometric (MOEM) Model; Wharton Annual and Industry Model; Anticipation Version of the Wharton Mark Ill Model/Fair Model; U.S. Department of Commerce (BEA) Model. Each of the proprietors or builders of these models describes his own system in his own words. These studies come closer than ever before to standardizing model operations for testing purposes. Some of the models are monthly, while others are annual. but the quarterly unit of time is the most frequent. Some are demand oriented, others are supply oriented, and focus on the input-output sectors of the economy. Some use only observed. objective data; others use subjective. anticipatory data. Both large and small models are included. In spite of the diversity, the contributors have cooperated to trace the differences between their models to root causes and to report jointly the results of their research. There are also some general papers that look at model performance from outside the CEME group.
Author | : Philip Hans Franses |
Publisher | : Cambridge University Press |
Total Pages | : 421 |
Release | : 2014-04-24 |
Genre | : Business & Economics |
ISBN | : 1139952129 |
With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and example-driven approach, this textbook summarises the most critical decisions, techniques and steps involved in creating forecasting models for business and economics. Students are led through the process with an entirely new set of carefully developed theoretical and practical exercises. Chapters examine the key features of economic time series, univariate time series analysis, trends, seasonality, aberrant observations, conditional heteroskedasticity and ARCH models, non-linearity and multivariate time series, making this a complete practical guide. Downloadable datasets are available online.
Author | : Clive William John Granger |
Publisher | : |
Total Pages | : 428 |
Release | : 1977 |
Genre | : Business & Economics |
ISBN | : |
This book has been updated to reflect developments in time series analysis and forecasting theory and practice, particularly as applied to economics. The second edition pays attention to such problems as how to evaluate and compare forecasts.
Author | : C. W. J. Granger |
Publisher | : Academic Press Incorporated |
Total Pages | : 290 |
Release | : 1989-04-28 |
Genre | : Business & Economics |
ISBN | : 9780122951817 |
Describes the major techniques of forecasting used in economics and business. This book focuses on the forecasting of economic data and covers a range of topics, including the description of the Box-Jenkins single series modeling techniques; forecasts from purely statistical and econometric models; nonstationary and nonlinear models; and more.