Handbook of Economic Forecasting : Volume 1 Hardback
Edited by G. (University of California at San Diego, La Jolla, CA, USA) Elliott, C. W.J. (University of California, San Diego, La Jolla, CA, USA) Granger, A. G. (University of California at San Diego, La Jolla, CA, USA) Timmermann
Part of the Handbook of Economic Forecasting series
Hardback
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.
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:1070 pages
- Publisher:Elsevier Science & Technology
- Publication Date:30/05/2006
- Category:
- ISBN:9780444513953
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:1070 pages
- Publisher:Elsevier Science & Technology
- Publication Date:30/05/2006
- Category:
- ISBN:9780444513953
