Handbook of Economic Forecasting
-10%
portes grátis
Handbook of Economic Forecasting
Elliott, Graham; Timmermann, Allan G.; Granger, C. W. J.
Elsevier Science & Technology
05/2006
1070
Dura
Inglês
9780444513953
15 a 20 dias
Covers developments in how forecasts are constructed based on multivariate time-series models, dynamic factor models, nonlinear models and combination methods. This handbook addresses economic forecasting methodology, forecasting models, forecasting with different data structures, and the applications of forecasting methods.
Part 1. Forecasting methodology. 1. Bayesian forecasting (J. Geweke, C. Whiteman). 2. Forecasting and decision theory (C.W.J.Granger, M.J. Machina). 3. Forecast evaluation (K.D. West). 4. Forecast combinations (A. Timmermann). 5. Predictive density evaluation (V. Corradi, N.R. Swanson). Part 2. Forecasting models. 6. Forecasting with VARMA models (H. Lutkepohl). 7. Forecasting with unobserved components time series models (A. Harvey). 8. Forecasting economic variables with nonlinear models (T. Terasvirta). 9. Approximate nonlinear forecasting models (H. White). Part 3. Forecasting with different data structures. 10. Forecasting with many predictors (J.H. Stock, M.W. Watson). 11. Forecasting with trending data (G. Elliott). 12. Forecasting with breaks (M.P. Clements, D.F. Hendry). 13. Forecasting seasonal time series (E. Ghysels, D.R. Osborn, P.M.M. Rodrigues). 14. Survey expectations (M.H. Pesaran, M. Weale). Part 4. Applications of forecasting methods. 15.Volatility and correlation forecasting (T.G. Andersen, T. Bollerslev, P.F. Christoffersen, F.X. Diebold). 16. Leading Indicators (M. Marcellino). 17. Forecasting with real-time macroeconomic data (D. Croushore). 18. Forecasting in marketing (P.H. Franses).
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Covers developments in how forecasts are constructed based on multivariate time-series models, dynamic factor models, nonlinear models and combination methods. This handbook addresses economic forecasting methodology, forecasting models, forecasting with different data structures, and the applications of forecasting methods.
Part 1. Forecasting methodology. 1. Bayesian forecasting (J. Geweke, C. Whiteman). 2. Forecasting and decision theory (C.W.J.Granger, M.J. Machina). 3. Forecast evaluation (K.D. West). 4. Forecast combinations (A. Timmermann). 5. Predictive density evaluation (V. Corradi, N.R. Swanson). Part 2. Forecasting models. 6. Forecasting with VARMA models (H. Lutkepohl). 7. Forecasting with unobserved components time series models (A. Harvey). 8. Forecasting economic variables with nonlinear models (T. Terasvirta). 9. Approximate nonlinear forecasting models (H. White). Part 3. Forecasting with different data structures. 10. Forecasting with many predictors (J.H. Stock, M.W. Watson). 11. Forecasting with trending data (G. Elliott). 12. Forecasting with breaks (M.P. Clements, D.F. Hendry). 13. Forecasting seasonal time series (E. Ghysels, D.R. Osborn, P.M.M. Rodrigues). 14. Survey expectations (M.H. Pesaran, M. Weale). Part 4. Applications of forecasting methods. 15.Volatility and correlation forecasting (T.G. Andersen, T. Bollerslev, P.F. Christoffersen, F.X. Diebold). 16. Leading Indicators (M. Marcellino). 17. Forecasting with real-time macroeconomic data (D. Croushore). 18. Forecasting in marketing (P.H. Franses).
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
