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Item Details
Title: HANDBOOK OF ECONOMIC FORECASTING
Volume: Volume 1
By: Graham Elliott (Editor), C. W. J. Granger (Editor), Allan G. Timmermann (Editor)
Format: Hardback

List price: £125.00
Our price: £112.50
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ISBN 10: 0444513957
ISBN 13: 9780444513953
Availability: This item will be printed on demand and will usually be dispatched within 10 days.
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Publisher: ELSEVIER SCIENCE & TECHNOLOGY
Pub. date: 30 May, 2006
Series: Handbook of Economic Forecasting v. 1
Pages: 1070
Description: Covers developments in how forecasts are constructed based on multivariate time-series models, dynamic factor models, nonlinear models and combination methods. This handbook addresses economic forecasting methodology, forecasting models, forecasting with different data structures, and the applications of forecasting methods.
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.
Illustrations: Illustrations
Publication: US
Imprint: North-Holland
Returns: Returnable
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