Diebold F.X. Elements of Forecasting

South-Western College Pub – 2007, 384 pages, 4th edition
ISBN: 032432359X, 9780324323597Elementary Forecasting focuses on the core techniques of widest applicability. The author illustrates all methods with detailed real-world applications, many of them international in flavor, designed to mimic typical forecasting situations.
Review
"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."