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Forecasting Economic Time Series

by Clive William John Granger , Paul Newbold

📖 The Scoop

Introduction to the theory of time series; Spectral analysis; Building linear series models; The theory of forecasting; Practical methods for univariate time series forecasting; Forecasting from regression models; Multiple modeling and forecasting; The combination and evaluation of forecasting; Nonlinearity, nonstationarity, and other topics.

Genre: Business & Economics / Economics / Microeconomics (fancy, right?)

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