Handbook of Economic Forecasting (Volume 1)
ISBN-13:
9780444513953
ISBN-10:
0444513957
Edition:
1
Author:
C. W. J. Granger, G. Elliott, A. G. Timmermann
Publication date:
2006
Publisher:
North Holland
Format:
Hardcover
1070 pages
Category:
Econometrics & Statistics
,
Economics
FREE US shipping
Book details
ISBN-13:
9780444513953
ISBN-10:
0444513957
Edition:
1
Author:
C. W. J. Granger, G. Elliott, A. G. Timmermann
Publication date:
2006
Publisher:
North Holland
Format:
Hardcover
1070 pages
Category:
Econometrics & Statistics
,
Economics
Summary
Handbook of Economic Forecasting (Volume 1) (ISBN-13: 9780444513953 and ISBN-10: 0444513957), written by authors
C. W. J. Granger, G. Elliott, A. G. Timmermann, was published by North Holland in 2006.
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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.
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