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Handbook of economic forecasting

Author: Graham Elliott; C W J Granger; Allan Timmermann
Publisher: Amsterdam ; Boston : Elsevier North-Holland, 2006-
Series: Handbooks in economics, 24.
Edition/Format:   eBook : Document : English : 1st edView all editions and formats
Database:WorldCat
Summary:
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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Handbook of economic forecasting.
Amsterdam ; London : Elsevier, 2006
(DLC) 2006046390
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Graham Elliott; C W J Granger; Allan Timmermann
ISBN: 9780444513953 0444513957 0080460674 9780080460673 9780444536846 0444536841 9780444627315 0444627316
OCLC Number: 181340363
Description: 1 online resource (volumes <1->) : illustrations.
Contents: 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.
Series Title: Handbooks in economics, 24.
Responsibility: edited by Graham Elliott, Clive W.J. Granger, Allan Timmermann.
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Abstract:

Provides a compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with accounts of various conceptual issues. This title investigates commercial  Read more...

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".the eleven papers in this collection survey recent literature on forecasting stock returns, interest rates, the price of oil, real estate prices, inflation, national output, business cycles, and Read more...

 
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