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Applied time series modelling and forecasting

Applied time series modelling and forecasting

Applied time series modelling and forecasting

Richard Harris, Robert Sollis
ISBN: 978-0-470-84443-4
۳۱۶ pages
April 2003, ©2002

Description

Applied Time Series Modelling and Forecasting provides a relatively non-technical introduction to applied time series econometrics and forecasting involving non-stationary data. The emphasis is very much on the why and how and, as much as possible, the authors confine technical material to boxes or point to the relevant sources for more detailed information.This book is based on an earlier title Using Cointegration Analysis in Econometric Modelling by Richard Harris. As well as updating material covered in the earlier book, there are two major additions involving panel tests for unit roots and cointegration and forecasting of financial time series. Harris and Sollis have also…


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