000			02403nam a2200277Ia 4500
001			8168
008			151006s2014 -us 00 0 eng d
020			_a9780521520911
040			_aPUCESD _bspa _erda
082	0	4	_a519 _bF8571 2014
090			_aPlanta Baja
100	1		_aFranses, Philip Hans
245	1	0	_aTime Series Models for Business and Economic Forecasting / _cPhilip Hans Franses; Dick van Dijk; Anne Opschoor.
250			_aSecond edition
264		1	_aEstados Unidos de América : _bCambridge University Press , _c2014
300			_a300 páginas : il. ; _c23 cm.
336			_atxt
337			_an
338			_anc
500			_aFactura Educativa
505	0		_aWith 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.
526			_aAdministración de Empresas, Contabilidad y Auditoría
590			_aNR
650	0	4	_aPROBABILIDADES
942	0	0	_00 _cBK
999			_c207423 _d207423