Handbook of economic forecasting
Bayesian Forecasting -- Forecasting and Decision Theory -- Forecast Evaluation -- Forecast Combinations -- Predictive Density Evaluation -- Forecasting with VARMA Models -- Forecasting with Unobserved Components Time Series Models -- Forecasting economic variables with nonlinear models -- Approximat...
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Amsterdam
Elsevier North-Holland
2006, 2006
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| Edition: | 1st ed |
| Series: | Handbooks in economics
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| Subjects: | |
| Online Access: | |
| Collection: | Elsevier Handbooks in Economics - Collection details see MPG.ReNa |
| Summary: | Bayesian Forecasting -- Forecasting and Decision Theory -- Forecast Evaluation -- Forecast Combinations -- Predictive Density Evaluation -- Forecasting with VARMA Models -- Forecasting with Unobserved Components Time Series Models -- Forecasting economic variables with nonlinear models -- Approximate Nonlinear Forecasting Methods -- Forecasting with Many Predictors -- Forecasting with Trending Data -- Forecasting with Breaks -- Forecasting Seasonal Time Series -- Survey Expectations -- Volatility and Correlation Forecasting -- Leading Indicators -- Forecasting with Real-Time Macroeconomic Data -- Forecasting in Marketing. Research on forecasting methods has made important progress over recent years and these developments are brought together in the Handbook of Economic Forecasting. The handbook covers developments in how forecasts are constructed based on multivariate time-series models, dynamic factor models, nonlinear models and combination methods. The handbook also includes chapters on forecast evaluation, including evaluation of point forecasts and probability forecasts and contains chapters on survey forecasts and volatility forecasts. Areas of applications of forecasts covered in the handbook include economics, finance and marketing. Addresses economic forecasting methodology, forecasting models, forecasting with different data structures, and the applications of forecasting methods. Insights within this volume can be applied to economics, finance and marketing disciplines |
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| Item Description: | Includes bibliographical references and indexes |
| Physical Description: | illustrations |
| ISBN: | 0080460674 9780080460673 |