This book has been updated to reflect developments in time series analysis and forecasting theory and practice, particularly as applied to economics. The second edition pays attention to such problems as how to evaluate and compare...

Describes the major techniques of forecasting used in economics and business. This book focuses on the forecasting of economic data and covers a range of topics, including the description of the Box-Jenkins single series modeling...

This is a volume of readings for graduate students, especially those taking courses in applied econometrics, who need to learn how to evaluate the validity of the theories and techniques they are taught. The aim is to help them in the...