【诺奖得主经典教材】Forecasting Economic Time Series

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收藏 2014-09-20

【诺奖得主经典教材】[victory]

[victory]【《经济学季刊》主编朱家祥教授金融计量课程指定教材】[victory]

书名：Forecasting Economic Time Series

原价：$49.50

作者：C. W. J. Granger, Paul Newbold and Karl Shell

作者介绍：
Clive W.J.Granger, a Welsh economist (resident of Wales) was the co-recipient of the Nobel Prize with Robert F. Engle of U.S. for Economics in 2003. He will be remembered for his work on development of techniques for analyzing time series data with common trends. Clive W.J.Granger was born on 4th September,1934 at Swansea, Wales.

Honors and Awards

In 1988 ( from January to June), Clive W.J.Granger was elected as Guggenheim Fellow.
In 1992, University of Nottingham rewarded him with Honorary D.Sc. Degree. In 1994, he became the Fellow of American Academy of Arts and Sciences and adorned Chancellor's Associates Chair in Economics.
During 2002-03, he was the president of Western Economic Association. In 2002, he was the Distinguished Fellow, American Economic Association and was awarded Honorary D.Sc. Degree from University of Loughborough.
In 2003, Clive W.J.Granger shared the Nobel Prize for Economics with Robert F Engle. He was awarded the Nobel Prize for the work on using statistics to anticipate the future. The study was basically on methods of analyzing economic time series with common trends, termed as cointegration.
In 2005, he became the Knight of the British Empire.

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书本介绍：

This thoroughly revised second edition of an upper-level 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. The key features are: explains how to specify and evaluate simple models from the time series and econometric approaches; places special emphasis on the information that is derived from the evaluation and combinations of forecasts; discusses the topics of technological and population forecasting; includes an expanded chapter on regression techniques; presents a practical forecasting project which runs throughout the text; includes an appendix on basic statistical concepts

Table of contents :
Content:
Inside Front Cover, Page ii
Front Matter, Page iii
Copyright, Page iv
Dedication, Page v
PREFACE TO THE SECOND EDITION, Page xi
PREFACE TO THE FIRST EDITION, Pages xiii-xiv
CHAPTER ONE - INTRODUCTION TO THE THEORY OF TIME SERIES, Pages 1-44
CHAPTER TWO - SPECTRAL ANALYSIS, Pages 45-75
CHAPTER THREE - BUILDING LINEAR TIME SERIES MODELS, Pages 76-119
CHAPTER FOUR - THE THEORY OF FORECASTING, Pages 120-150
CHAPTER FIVE - PRACTICAL METHODS FOR UNIVARIATE TIME SERIES FORECASTING, Pages 151-186
CHAPTER SIX - FORECASTING FROM REGRESSION MODELS, Pages 187-215
CHAPTER SEVEN - MULTIPLE SERIES MODELING AND FORECASTING, Pages 216-234
CHAPTER EIGHT - BUILDING MULTIPLE TIME SERIES FORECASTING MODELS, Pages 235-264
CHAPTER NINE - THE COMBINATION AND EVALUATION OF FORECASTS, Pages 265-296
CHAPTER TEN - FURTHER TOPICS, Pages 297-316
REFERENCES, Pages 317-330
AUTHOR INDEX, Pages 331-334
SUBJECT INDEX, Pages 335-338