Applied Time Series Modelling and Forecasting

Book Description

This book covers time series modeling and forecasting for econometrics and finance students. This new edition has been simplified for more ease of use and includes new chapters and substantial important revisions.

Customer Reviews:

Main Focus on cointegration + use of PcGive & G@RCH.......2004-11-30

This book is mainly focused on cointegration(the title is quite misleading). The treatment is nice and NOT superficial. Every chapter deals (in)directly with cointegration, except the last one on GARCH models. There is even a chapter on panel data models and cointegration. Do NOT buy the book to get an extensive treatment of "time series modelling and forecasting" techniques. This book is useful if you need to apply cointegration in your work. This book should not be given to students as an introductory book on "time-series modelling and forecasting". Chris Brooks' Introductory Econometrics for Finance is much better for that purpose. Finally, a nice feature of the book is the use of PcGive and G@ARCH Ox packages.

Information on one of the two authors.

http://www.dur.ac.uk/robert.sollis/

Supplementary materials.

http://www.wiley.co.uk/harris/supp.html

Petition: info about authors.......2003-06-19

Please provide brief bios of these two authors.

Nonlinear Modeling and Forecasting ; Proceedings of the Workshop on Nonlinear Modeling and Forecasting Held September, 1990 in Santa Fe, New Mexico (Santa ... in the Sciences of Complexity Proceedings)

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Nonlinear Modeling and Forecasting ; Proceedings of the Workshop on Nonlinear Modeling and Forecasting Held September, 1990 in Santa Fe, New Mexico (Santa ... in the Sciences of Complexity Proceedings)
Martin Casdagli
Manufacturer: Perseus Books (Sd)
ProductGroup: Book
Binding: Hardcover

General | Science | Subjects | Books

General | Physics | Science | Subjects | Books

Book Description

A single currency--and the necessary prior condition of exchange rate cooperation and the stabilization of exchange rates--has been an elusive goal of many European leaders for more than twenty years. While much of the literature on exchange rate cooperation within the European Union focuses on the integration of national economies as the driving force, Thomas Oatley draws on public choice models to develop an explanation of exchange rate cooperation based on domestic politics. The author then tests hypotheses derived from this model in a detailed consideration of the various efforts to stabilize currencies since the 1970s. Oatley argues that monetary policy has distributional effects and is used by policy makers to achieve domestic policy goals. Thus domestic politics plays an important role in defining the approach leaders take to monetary integration. Oatley suggests that leaders supported the creation of the European Monetary System because governments saw a link to the Bundesbank as a useful instrument to help slow the growth of wages, redistribute income from labor to capital, and achieve domestic stabilization. The later collapse of the System reflected the unwillingness on the part of many leaders to continue to follow the Bundesbank's lead as well as the Bundesbank's own reservations about monetary integration.

Given the rising strife in countries such as France over the domestic costs of monetary integration, Oatley's domestic politics explanation will be useful in understanding the continued efforts of European policy makers to work towards an integrated currency. This book should appeal to political scientists and economists interested in international cooperation, the European Union and exchange rate systems.

Thomas Oatley is Assistant Professor of Political Science, University of North Carolina.

Applying Use Case Driven Object Modeling with UML: An Annotated e-Commerce Example (The Addison-Wesley Object Technology Series)
Average customer rating:

An expense that can be justified.

Pricey for what it provides

A practical follow-up

Learn object modeling by example with solution

Applying Use Case Driven Object Modeling with UML: An Annotated e-Commerce Example (The Addison-Wesley Object Technology Series)
Doug Rosenberg , and Kendall Scott
Manufacturer: Addison-Wesley Professional
ProductGroup: Book
Binding: Paperback

Object-Oriented Design | Software Design, Testing & Engineering | Programming | Computers & Internet | Subjects | Books
Software Development | Software Design, Testing & Engineering | Programming | Computers & Internet | Subjects | Books
UML | Software Design, Testing & Engineering | Programming | Computers & Internet | Subjects | Books
Methodology | Software Engineering | Computer Science | Computers & Internet | Subjects | Books
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E-Commerce | Business & Culture | Computers & Internet | Subjects | Books
All Titles | Qualifying Textbooks - Fall 2007 | Stores | Books
Business & Investing | Qualifying Textbooks - Fall 2007 | Stores | Books
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Similar Items:

Use Case Driven Object Modeling with UML : A Practical Approach (Addison-Wesley Object Technology Series) (The Addison-Wesley Object Technology Series)

Unified Modeling Language User Guide, The (2nd Edition) (The Addison-Wesley Object Technology Series)

UML Distilled: A Brief Guide to the Standard Object Modeling Language (3rd Edition) (The Addison-Wesley Object Technology Series)

Agile Development with ICONIX Process: People, Process, and Pragmatism

The Deadline: A Novel About Project Management

ASIN: 0201730391

Customer Reviews:

An expense that can be justified........2002-05-24

You are already into various Java technologies like
Servlets, JDBC, EJBs and can put together a
small to medium application/project using those.

You somehow implemented the project/app to
satisfy the requirements but you are thinking
that there has to be a better way of going from
a set of requirements to a design (from which the leap to
actual coding is smooth) without feeling like
some vague unrepeatable 'magic' was being done.

You want to formalize the process of jumping from the
'analyze' phase to a 'Object oriented design' phase (that
results in sequence/collaboration diagrams etc) but
without being encumbered by an elaborate and complex
methodology.

You want this process to be small, easy to understand
and flexible so that you can adapt it to your needs.

If the above applies, you should seriously consider
investing in this book.

The Authors use the often used bookstore example to drive
home the process which starts with writing usecases
and ends with a detailed design that satisfies all the
user's requirements.

A list of 10 common mistakes made during each step of
the process can be used as a reference when you are
done understanding the process and are actually applying
it in your projects.

Paul Reed's Application Development with Java and UML
makes a good complement to this book, though
Conallen uses a modified but still complex enough form
of Rational Unified Process (RUP) in his book.

Pricey for what it provides.......2002-01-16

I was excited about this book when I bought it online. Now that I read it, I am not very happy. The authors could have drilled deeper into some examples of how to implement the application using some wide spread technology like Java or ASP and COM. Giving concrete examples of what a Boundary Object should be, or what classes make sense to implement to interact with databases, just to mention a few, would have been very helpful. I also found "the top ten error" method very tiresome (I often skipped it and went straight to the right ways of doing things). The book was helpful though in providing a guide of what steps to follow in the design process as well as giving us a good idea on how to break the project into objects and diagrams.

A practical follow-up.......2001-08-03

Okay. I became interested in the lightweight Iconix process after a series of 5 articles in Software Development magazine, so I went out and bought the first book "Use case driven object modeling with UML - a practical approach".

I design community based web portal applications. Our applications are medium-sized, but complex. So RUP is too big, and XP is too small. The Iconix process presented here is about right for most of our applications, and to satisfy client expectations for design.

The first book is more theoretical. This one has better, more complete, illustrative examples. There is some repetition between the two, but no pages are taken up by code. Like the first book, it is easy to read.

If you work in web development, read Conallen's "Building web applications with UML" also. The books complement each other well. (See my review)

Learn object modeling by example with solution.......2001-06-30

All of the different jobs found in software development are learned in two ways. Either through trial and error on the job or by working through examples. The first is the most effective, but by far the most expensive. While the second is less thorough, it is cheaper and reduces the cost when you make the inevitable move to the first. Since object modeling is always open to many differing interpretations, learning how to create and use them has a slow learning curve. The best approach to learning how to model objects is to find and plow through detailed, complete examples, which of course presupposes that such examples exist. Well, they do and some of the best are found in this book.
The approach is one that maximizes the teaching effectiveness. An Internet bookstore project is created from the beginning. It is large enough to be instructive yet not so large that it becomes unwieldy. The authors then take you through the sequence of steps:

1) Domain Modeling, 2) Use Case Modeling, 3) Requirements Review, 4) Robustness Analysis, 5) Preliminary Design Review, 6) Sequence Diagrams, and 7) Critical Design Review.

What is different about this book is that after the explanation of the development stage, there is a top ten list of common errors made in that stage followed by an example described in UML. The UML diagram includes some of the errors in the list and they are pointed out and explained. This really drives the point of the error home.
The book is a distillation of the experience of the authors as they built a comparable system. They documented the complete process via videotape and then distilled their actions, including errors, down to the material in the book. This has led to some very good examples of how to model development at all stages and will certainly help you avoid some of the most common pitfalls as you make the treacherous, exhaustive and gratifying move from idea to product.

Applying Use Case Driven Object Modeling With Uml : an Annotated E-Commerce Example

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Applying Use Case Driven Object Modeling With Uml : an Annotated E-Commerce Example
Doug and Kendall Scott Rosenberg
Manufacturer: Addison-Wesley
ProductGroup: Book
Binding: Paperback

Average customer rating:

Applying Use Case Driven Object Modeling With Uml: An Annotated E-Commerce Example
Doug; Scott, Kendall Rosenberg
Manufacturer: Addison-Wesley Professional
ProductGroup: Book
Binding: Paperback

Average customer rating:

Applying Use Case Driven Object Modeling with UML: An Annotated e-Commerce Example
Kendall Scott Doug Rosenberg
Manufacturer: NY
ProductGroup: Book
Binding: Paperback

Book Description

A resource book for starting your business. Includes current stat and federal start-up informainformationcts, statistics, and legislation.

Starting and Operating a Business in Michigan (Smartstart Your Business in)

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Starting and Operating a Business in Michigan (Smartstart Your Business in)
Michael D. Jenkins , and Arthur Young
Manufacturer: Oasis Press
ProductGroup: Book
Binding: Hardcover

General | Business & Investing | Subjects | Books

General | Administrative Law | Law | Subjects | Books

Book Description

"Some of the wisest words for investors can be found in this book, not only because of Curtis Montgomery's extensive studies but also by the fascinating framework he uses. Applying Chinese philosophy and particularly that of Sun Tzu to investing make a lot of sense. Sun Tzu's Art of War contains a great deal of wisdom applicable to investing and Montgomery illustrates this beautifully." - Mark Mobius, Managing Director, Templeton Emerging Markets Fund, Author of Passport to Profits and Mobius on Emerging Markets

"With this book, Curtis Montgomery has provided an enormous service to the investor and he stock market community. This book shows how to apply Sun Tzu's timeless understanding of strategy to the stock market. Drawing on examples from today, and based on lessons from the past, this book belongs on the bookshelf of every serious investor." - Franklin Lavin, U.S. Ambassador to Singapore "Investors from all cultures will enjoy Sun Tzu on Investing, as it makes relevant the universal paradox of business that strategy must be like water, with form yet formless, and most robust when it is least rigid. Such ancient Taoist insights are presented here in a fresh and entertaining style that will enlighten every investing mind." - Dr. Ron Sim, Chief Executive Officer, OSIM International Ltd.

"Few Westerners have such a deep grasp of the Taoist philosophy of Sun Tzu as Curtis Montgomery. By citing Buddha, Leonardo da Vinci, Charles Darwin and many other Montgomery unveils the profound depth of the Art of War. Read Sun Tzu on Investing and you are closer to Tao; the effortless way, winning without fighting." - Dr Foo Check Teck, Author of Reminiscences of an Ancient Strategist: Mind of Sun Tzu

Customer Reviews:

Expensive, weak analogies and constant day-trader bashing.......2006-02-25

I am going to be in the minority here, and give the book a negative review. This book is only suited to those who have very little experience in fundamental analysis, or those who are a little interested in the Chinese culture. For those who want to learn about Sun Tzu's work, this is probably not a good place to start as the book covers only a small portion of it. Montgomery tries hard to make analogies between Sun Tzu's combat strategies and investment, but only manages to sound convincing half the time. Each new chapter will begin with Sun Tzu's philosophy. Parallels with investment strategies are made. The rest of the chapter would then concentrate on fundamental analysis. The sections of Montgomery's book on fundamental analysis are sound, and the case studies he cites are interesting. Investors who are new to investment would certainly enjoy stories of great investors such as Warren Buffet. The section on how to read financial statements is simple and will gently lead beginners into the area. Perhaps the most frustrating aspect of the book is Montgomery's incessant criticism of technical analysis, day-trading, and swing trading. A biased one-sided comparison given during introductions should be enough to vent his apparent anger at day-traders. Instead, the author launches a fresh salvo every chapter, and enjoys associating technical analysis with tea leaves reading, and likes to take his time to equate day-traders with fools. I think a more grounded argument would have been preferable to petty name calling. One wonders why 1/5 of the book is spent on bashing people who don't do long term investments. A chip on his shoulder, perhaps? If he had any training in technical analysis, he would realise that Sun Tzu's philosophy of universal truths also applies well in that area. My advice: For the price of $30+ (current price), there are far better books on investment (fundamental analysis), and certainly much more enlightening ones on Sun Tzu. If you see this book going for $10 one day, buy it for a change from other investment books. This book is ideal for beginners who want to kill two birds with one stone.

Sun Tzu on Investment.......2003-11-30

Congratulation. A new standard has been set. Curtis J Montgomery has written a clear, concise and profound investment book based on the timeless wisdom of Sun Tzu's The Art Of War. It is indeed exhilarating to read how the taoist understanding of human psychology (and by implication, the behaviour of capital markets)
as epitomised by Sun Tzu's the Art of War can contribute to superior investment (bottom fishing).

Invest in This Book!.......2003-11-03

Curtis Montgomery's Sun Tzu on Investing has helped me, a novice at investing, to see the simplicity and strategy involved in making wise investment choices. His use of Sun Tzu's war concepts, such as thinking independently, creativity, and patient planning make investing seem easy. I hope to apply these concepts to any of my future investments, and highly recommend this book to anyone interested in broadening their knowledge of the basic principles of investing.

Timeless Gems of Wisdom.......2003-10-29

It's amazing how the reasoning and the tactics of an ancient Chinese warrior apply to the modern day stock investor. The battlefields are different but the strategies sre the same. The author makes these comparisons in an easy-to-read style. No wonder he's known throughout Asia as the "Singapore Sage". It is a fine piece of work.

A long awaited invesment title.......2003-10-25

This book has showed how ancient war strategies can be put into practise in todays investment war field. There are illustration on some existing companies showing how Sun Tzu's strategies is being applied. A value add to investment knowledge.

Book Description

This new edition adds a careful account of fiscal policy in the years 1964 to 1994, including much original material on the Nixon administration, with which Stein was personally involved.

Customer Reviews:

Stupid Marketing Tricks.......2002-10-02

This slim manual comes with a CD rom and six ways to slice-and-dice marketing data. But the programs on the CD rom are crippled, so you have to pay if you want access to the more interesting features. And the features you do get are not user-friendly, not graphical, and look like a cheap man's version of marketing software.

The manual itself introduces a handful of quant marketing methods, but in the hurried pace of a writer who does not want to explain the model and is trying to get their manual to print before the editor changes his mind. The models were briefly and poorly explained, with little business context. Might make an okay reference text if you already know the models, and when to use them. And the software might make a nice going-away gift to a new MBA student. But overall, I found this little pamphlet a waste of my time and money.

Software Limitations.......2002-05-26

We used this tool during our MBA studies but found that the limitations of the software are not identified and after carrying out a survey of 120 people found that we could only do analysis on 40 of the 120 we typed into the system, because of this we believe that there should be a section that explain, in detail, the limitations of the software.

A practical approach to brand mngt. and new product develpt........2001-05-22

I used this textbook during my MBA program at Michigan, where I took a new product development course. This book is a sound and practical approach to identifying customer preferences, developing and managing new products, and overall brand management. The cases it portrays are a bit oldish, and its writing style could be improved, but in general it is a good introductory approach to the discipline.

Average customer rating:

Tragic

New Product and Brand Management: Marketing Engineering Applications, Second Edition
Gary L. Lilien , and Arvind Rangaswamy
Manufacturer: Prentice Hall
ProductGroup: Book
Binding: Paperback

General | Business & Investing | Subjects | Books

Entrepreneurship | Small Business & Entrepreneurship | Business & Investing | Subjects | Books

All Titles | Qualifying Textbooks - Fall 2007 | Stores | Books
ASIN: 0130084646

Book Description

Focusing on marketing analytics this popular series moves beyond conceptual marketing toward marketing engineering—the use of interactive computer decision models to help support marketing decisions. Hands-on, computer-based exercises and cases bring conceptual marketing alive while introducing the software. All of the software is independent of the cases presented and can be used separately on other case-problems or on real problems. Cases and software include Conglomerate's New PDA, featuring Needs-based Segmentation Using Cluster Analysis, Product Planning Using the GE/McKinsey Approach at Addition Wesley Longman featuring Targeting/Business Prioritization Using GE/McKinsey Approach, Positioning the Infiniti G20 featuring Product Positioning Using Perceptual Mapping, Forte Hotel Design Case featuring Product Design Using Conjoint Analysis, Johnson Wax: Enhance (A) Case featuring New Product Assessment and Forecasting Using the ASSESSOR Model. For New Product Marketing professionals.

Customer Reviews:

Tragic.......2005-07-15

Don't waste your money. This is simply six case studies without any explanatory material or purported software. One hundred percent useless! I want to give it 0 stars but 1 is as low as the scale goes.

Average customer rating:

New Product and Brand Management: Marketing Engineering Applications, Second Edition
Arvind Rangaswamy Gary L. Lilien
Manufacturer: Prentice Hall
ProductGroup: Book
Binding: Paperback
ASIN: B000OHGAY4

Book Description

West Germany from 1949 to 1990 was a story of virtually unparalleled political and economic success. This economic miracle incorporated a well-functioning political democracy, expanded to include a "social partnership" system of economic representation. Then the Wall came down. Economic crisis in the East--industrial collapse, massive layoffs, a demoralized workforce--triggered gloomy predictions. Was this the beginning of the end for the widely admired "German model?" Lowell Turner has extensively researched the German transformation in the 1990s. Indeed, in 1993 he was at the factory gates at Siemens in Rostock for the first major strike in postCold War eastern Germany. In that strike, and in a series of other incisively analyzed workplace and job developments in eastern Germany, he shows the remarkable resilience and flexibility of the German social partnership and the contribution of its institutions to unification. His controversial and, to some, radical findings will stimulate debate at home and abroad.

Customer Reviews:

A Fascinating Look at Reunification from Labor's Perspective.......2000-04-03

Luck placed the author in Germany at the perfect time to chronicle an unprecedented historical event (German reunification), as well as the response of the German Labor Movement. Turner does an excellent job of synthesizing complex issues and events in a way that appeals to both a labor movement novice and an expert. A critical foundation for anyone who wants to understand the issues confronting the European Community, and Germany, today.

Book Description

This report records proceedings, debates and speeches of the seventh economic summit in Nigeria since transition to democratic government in 1999. The theme was 'breakthrough economic growth: an action plan'. Policymakers focus on achievements of the immediate past and strategies and actions, both short and long term, to achieve sustainable and private sector-led economic growth which will deliver the so-called democracy dividend, and thus sustain Nigeria's nascent democracy. The summit also identifies legal and administrative institutional bottlenecks requiring reform in order to attract foreign investment. Welcome and keynote speeches, ministerial and State Governor addresses, public sector and government departmental reports are fully documented.

Magadan Oblast Investment & Business Guide (Russian Regional Investment & Business Guides)
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Magadan Oblast Investment & Business Guide (Russian Regional Investment & Business Guides)
USA International Business Publications
Manufacturer: International Business Publications, USA
ProductGroup: Book
Binding: Paperback
ASIN: 0739729926

Book Description

This investment and business guide contains basic information on economy, business & investment climate and opportunities in the region, as well as information on selected export-import, business and investment opportunities, including, export-import, industrial development, banking & finance, government and business contacts. The guide also provides listing and contact information for major industrial, trade, service and other companies in the region, as well as information on selected export-import, business and investment opportunities.

Magadan Oblast Regional Investment and Business Guide (World Business Intelligence Library)

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Magadan Oblast Regional Investment and Business Guide (World Business Intelligence Library)

Manufacturer: Intl Business Pubns USA
ProductGroup: Book
Binding: Paperback

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ASIN: 0739790927

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