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North-Holland
30 May 2006
Econometrics; Economic forecasting
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.
Edited by:   Graham Elliott, C. W. J. Granger, Allan G. Timmermann, Kenneth J. Arrow, Michael D. Intriligator
Imprint:   North-Holland
Country of Publication:   United States
Volume:   v. 1
Dimensions:   Height: 240mm,  Width: 165mm,  Spine: 45mm
Weight:   1.630kg
ISBN:   9780444513953
ISBN 10:   0444513957
Series:   Handbook of Economic Forecasting
Pages:   1070
Publication Date:   30 May 2006
Audience:   Professional and scholarly ,  Undergraduate
Format:   Hardback
Publisher's Status:   Active

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