TY  - BOOK
AU  - Franses,Philip Hans
TI  - Time Series Models for Business and Economic Forecasting
SN  - 9780521520911
U1  - 519 
PY  - 2014///
CY  - Estados Unidos de América
PB  - Cambridge University Press
KW  - PROBABILIDADES
N1  - Factura Educativa; 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. Downloadable datasets are available online.  Thoroughly tested, this textbook has been used in classrooms since 1996, and revised on the basis of student and instructor feedback indicating that the book should be made more practical All exercises are previous exam questions from one of Europe's leading centres for teaching and research in econometrics, the Econometric Institute at Erasmus University, and answers are included 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; Administración de Empresas, Contabilidad y Auditoría
ER  -