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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Bibliographic Details
Main Author: Elliott, Graham
Other Authors: Granger, Clive William John, Timmermann, Allan
Format: eBook
Language:English
Published: Amsterdam Elsevier North-Holland 2006, 2006
Edition:1st ed
Series:Handbooks in economics
Subjects:
Online Access:
Collection: Elsevier Handbooks in Economics - Collection details see MPG.ReNa
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245 0 0 |a Handbook of economic forecasting  |h Elektronische Ressource  |c edited by Graham Elliott, Clive W.J. Granger, Allan Timmermann 
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653 |a Wirtschaftsforschung 
653 |a Economic forecasting ; Econometric models 
653 |a Prognoses 
653 |a Economie 
653 |a Economic forecasting / Econometric models 
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700 1 |a Timmermann, Allan 
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490 0 |a Handbooks in economics 
500 |a Includes bibliographical references and indexes 
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082 0 |a 330.01/12 
520 |a 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. 
520 |a 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