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Forecasting Economic Time Series

Listed editor(s):
  • Shell, Karl
Registered editor(s):
Listed author(s):
  • Granger, C. W. J.
  • Newbold, Paul

    (University of Illinois)

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.

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This book is provided by Elsevier in its series Elsevier Monographs with number 9780122951831 and published in 1986.
Edition: 2
ISBN: 978-0-12-295183-1
Handle: RePEc:eee:monogr:9780122951831
Contact details of provider: Web page: http://www.sciencedirect.com/

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