Handbook of Economic Forecasting, Volume 1

Front Cover
Graham Elliott, Clive William John Granger, Allan Timmermann
Elsevier, 2006 - Business & Economics - 1012 pages
0 Reviews
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
 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

FORECASTING MODELS
285
FORECASTING WITH PARTICULAR DATA STRUCTURES
513
APPLICATIONS OF FORECASTING METHODS
713
Indices
1
Handbooks in Economics
29
Forthcoming Titles
31
Copyright

Other editions - View all

Common terms and phrases

Bibliographic information