Handbook of Economic Forecasting, Volume 1 (Handbooks in Economics)

Elliott, Graham (Editor)/ Granger, C. W. J. (Editor)/ Timmermann, Allan (Editor)

ISBN 10: 0444513957 / ISBN 13: 9780444513953

Published by North-Holland, 2006

1st edition. 1070 pages. 9.50x6.75x1.75 inches. In Stock. Seller Inventory # 0444513957

Synopsis:

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

Synopsis: 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. It 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.

Bibliographic Details

Title: Handbook of Economic Forecasting, Volume 1 (...
Publisher: North-Holland
Publication Date: 2006
Binding: Hardcover
Condition: Brand New