ENGLISH

Unknown Title

By G. Elliott , C.W.J. Granger and A. Timmermann (Eds.)

Book information

Publisher
North Holland
Year
2006
ISBN
978-0-444-51395-3
ISSN
1574-0706
Language
english
Format
PDF
Filesize
10 MB (10275894 bytes)
Series
Handbook of Economic Forecasting 1
Edition
1
Pages
1-1012, I1-I28\1047
Time added
2013-12-20 15:00:00

Description

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

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