Forecasting in Business and Economics, Second Edition (Economic Theory, Econometrics, and Mathematical Economics) Review

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(More customer reviews)This is a great book, if you are looking for a graduate level experience -- but beware. There are 2 texts from 1986 with the same ISBN number. The first is a Hardcover book by Granger and is an undergraduate text. The second is a Paperback book by Granger and Newbold and is the real deal for grad students interested in time series analysis. So if you want this book, be sure to order the Paperback by Newbold. Good Luck! I received the Hardback copy twice in error before receiving the great paperback.

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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. Key Features* Gives a complete description, with applications, of the Box-Jenkins single series modeling techniques* Extends the Box-Jenkins 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, co-integration and error-correction models

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