000			03496cam a22004938i 4500
999			_c9080 _d9080
001			18134095
003			OSt
005			20190822134857.0
008			140430s2014 nyu b 001 0 eng
010			_a 2014008493
020			_a9780521817707 (hardback)
020			_a9780521520911 (paperback)
040			_aDLC _beng _cDLC _erda
042			_apcc
050	0	0	_aHA30.3 _b.F7 2014
082	0	0	_a330.0151955 _223 _bF.P.T
084			_aBUS021000 _2bisacsh
100	1		_aFranses, Philip Hans, _d1963- _eauthor.
245	1	0	_aTime series models for business and economic forecasting / _cPhilip Hans Franses, Dick van Dijk and Anne Opschoor.
250			_aSecond edition.
263			_a1406
264		1	_aNew York : _bCambridge University Press, _c2014.
300			_axii, 300 pages : _billustrtion ; _c24 cm
336			_atext _2rdacontent
337			_aunmediated _2rdamedia
338			_avolume _2rdacarrier
500			_aeconomic&political bookfair2015
504			_aIncludes bibliographical references and index.
505	8		_aMachine generated contents note: Preface; 1. Introduction and overview; 2. Key features of economic time series; 3. Useful concepts in univariate time series analysis; 4. Trends; 5. Seasonality; 6. Aberrant observations; 7. Conditional heteroskedasticity; 8. Non-linearity; 9. Multivariate time series; Index.
520			_a"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. A companion website with downloadable datasets, exercises and lecture slides rounds out the full learning package"-- _cProvided by publisher.
520			_a"The econometric analysis of economic and business time series is a major field of research and application. The last few decades have witnessed an increasing interest in both theoretical and empirical developments in constructing time series models and in their important application in forecasting. This book aims at reviewing several important developments within the context of forecasting business and economic time series"-- _cProvided by publisher.
650		0	_aTime-series analysis. _99888
650		0	_aSocial sciences _xStatistical methods.
650		0	_aBusiness forecasting.
650		0	_aEconomic forecasting.
650		7	_aBUSINESS & ECONOMICS / Econometrics. _2bisacsh
700	1		_aDijk, H. A. L. van _933493
700	1		_aOpschoor, Anne _933432
856	4	2	_3Cover image _uhttp://assets.cambridge.org/97805218/17707/cover/9780521817707.jpg
856	4	2	_3Abstract _uhttp://repository.fue.edu.eg/xmlui/handle/123456789/2828
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2ddc _cBK