Handbook of economic forecasting
edited by Graham Elliott, Clive W.J. Granger, Allan Timmermann.
1st ed.
Boston, Mass. : Elsevier, 2006.
vols. : ilustraciones 25 cm.
Serie: Handbook in economics ; 24
ISBN: 0444513957, 9780444513953
Incluye referencias bibliográficas e índice.
Contenido
- v. 1. Bayesian forecasting / Geweke, John
- Whiteman, Charles
- Forecasting and decision theory / Granger, C. W. J. (Clive William John), 1934-2009
- Forecast evaluation / West, Kenneth D. (Kenneth David)
- Forecast combinations / Timmermann, Allan
- Predictive density evaluation / Corradi, Valentina
- Swanson, Norman R. (Norman Rasmus), 1964-
- Forecasting with VARMA models / Lükepohl, Helmut
- Forecasting with unobserved components time series models / Harvey, Andrew
- Forecasting economic variables with nonlinear models / Teräsvirta, Timo
- Aproximate nonlinear forecasting methods / White, Halbert
- Forescasting with many pedictors / Stock, James H.
- Watson, Mark W.
- Forecasting with trending data / Elliott, Graham
- Forecasting with breaks / Clements, Michael P.
- Hendry, David F.
- Forecasting seasonal time series / Ghysels, Eric, 1956-
- Osborn, Denise R.
- Rodrigues, Paulo M. M.
- Survey expectations / Pesaran, M. Hashem, 1946
- Weale, Martin, 1955-
- Volatility and correlation forecasting / Andersen, Torben G (Torben Gustav)
- Bollerslev, Tim, 1958-
- Christoffersen, Peter F.
- Diebold, Francis X., 1959-
- Leading indicators / Marcellino, Massemiliano
- Forecasting with real-time macroeconomic data / Croushore, Dean Darell, 1956-
- Forecasting in marketing / Franses, Philip Hans, 1963-