Handbook of Economic Forecasting

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G. Elliott (University of California at San Diego, La Jolla, CA, USA) C. W.J. Granger (University of California, San Diego, La Jolla, CA, USA)

Handbook of Economic Forecasting

Name: Handbook of Economic Forecasting
Price: 307.95 AUD
Availability: OutOfStock
ISBN: 9780444513953

G. Elliott (University of California at San Diego, La Jolla, CA, USA), C. W.J. Granger (University of California, San Diego, La Jolla, CA, USA), A. G. Timmermann (University of California at San Diego, La Jolla, CA, USA) , Kenneth J. Arrow

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English

North-Holland
30 May 2006

Econometrics; Economic forecasting

Series: Handbook of Economic Forecasting

Handbook of Economic Forecasting, Volume 1

Edited by: G. Elliott (University of California at San Diego La Jolla CA USA), C. W.J. Granger (University of California, San Diego, La Jolla, CA, USA), A. G. Timmermann (University of California at San Diego, La Jolla, CA, USA), 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

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).