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Editorial ReviewsReview"The text is excellent from instructor's perspective. It is focused and comprehensive. The text is empirically oriented. It covers major issues of time-series econometrics at the undergraduate level. Including several comprehensive applications is a unique and outstanding feature of this book."
"I will adopt the new edition. Coverage and organization of the book are excellent and focused on the student while giving many pointers and references to advanced material and even current research."
"The strength of the Diebold text is that it covers sufficiently diverse topics related to forecasting methods (compared with other books in the market). Also, its nicely organized flow of the topics should be very accessible to many readers, which is the primary reason why I assigned this book to my students." --This text refers to the Hardcover edition.
Product DescriptionELEMENTS OF FORECASTING is a concise, modern survey of business and economics forecasting methods. Written by one of the world's leading experts on forecasting, it focuses on the core techniques of widest applicability and assumes only an elementary background in statistics. It is applications-oriented and illustrates all methods with detailed examples and case studies.
About the AuthorFRANCIS X. DIEBOLD is William Polk Carey Professor of Economics, and Professor of Finance and Statistics, at the University of Pennsylvania and its Wharton School, and Faculty Research Associate at the National Bureau of Economic Research in Cambridge, Mass. He is a leader in forecasting, econometrics, risk management, quantitative finance, and macroeconomics, with extensive experience simultaneously in academic, corporate, and policy circles. Dr. Diebold has published more than one hundred articles and ten books and edited volumes. He has received widespread recognition for his work, including election to Fellowship in the Econometric Society, Sloan and Guggenheim Fellowships, and election to advisory and editorial boards of numerous leading journals, including Econometrica and Review of Economics and Statistics. Dr. Diebold is equally active in corporate and policy affairs, and he is consulted regularly by financial firms, governments and multilateral organizations, worldwide. His latest book is Measuring and Forecasting Financial Market Volatilities and Correlations. Dr. Diebold is a popular lecturer, both in the U.S. and internationally. He has held visiting appointments in Economics and Finance at Princeton University, Cambridge University, the University of Chicago, the London School of Economics, and New York University. He is also active in executive education; his ongoing annual courses include those at the International Monetary Fund (Washington, DC) and FAME (Geneva). He has received several prizes for outstanding teaching. Dr. Diebold received his B.S. from the Wharton School in 1981 and his Ph.D. in 1986. Before returning to the University of Pennsylvania in 1989, he worked as an economist under Paul Volcker and Alan Greenspan at the Board of Governors of the Federal Reserve System in Washington DC. He is married with three children and lives in Wayne, Pennsylvania. --This text refers to an out of print or unavailable edition of this title.
第1章 预测简介：应用、方法、文献与软件
预测应用
预测方法：全书概要
参考文献、相关软件以及网上资源
前方之路
习题与补充
概念回顾
参考文献
附录：线性回归模型
习题与补充
注释
概念回顾
第2章 成功预测的六大要素
决策环境与损失函数
预测目标
预测说明
预测水平
信息集
方法与复杂性，简约原则，收缩原则
短评
习题与补充
注释
第3章 用于预测的统计图形
第4章 趋势建模与预测
第5章 季节性建模与预测
第6章 周期的性质
第7章 周期建模：ma、ar与arma模型
第8章 周期预测
第9章 综合：包含趋势、季节和周期成分的预测模型
第10章 利用回归模型预测
第11章 预测的评估与组合
第12章 单位根，随机趋势，arima预测模型与平滑
参考文献
关键词英汉对照表
译后记
均为扫描版 英文版的不是很清晰，中文版的效果还不错。
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