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This Thoroughly Revised Second Edition Of An Upperlevel 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 Boxjenkins Single Series Modeling Techniques; Extends The Boxjenkins 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, Cointegration And Errorcorrection Models.
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