Handbook of economic forecasting. Volume 2B /

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Bibliographic Details
Imprint:Amsterdam ; Boston : Elsevier North-Holland, 2013.
Description:1 online resource (xiv, 689-1324, xv pages :) : illustrations (some color).
Language:English
Series:Handbooks in economics
Handbooks in economics.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/13616173
Hidden Bibliographic Details
Other authors / contributors:Elliott, Graham, 1965-
Timmermann, Allan.
ISBN:9780444627407
0444627405
9780444627315
0444627316
Notes:Includes bibliographical references and index.
Summary:The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial a.
Other form:Print version: Handbook of economic forecasting. Amsterdam ; Boston : Elsevier North-Holland, 2013

MARC

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245 0 0 |a Handbook of economic forecasting.  |n Volume 2B /  |c edited by Graham Elliott, Allan Timmermann. 
260 |a Amsterdam ;  |a Boston :  |b Elsevier North-Holland,  |c 2013. 
300 |a 1 online resource (xiv, 689-1324, xv pages :) :  |b illustrations (some color). 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a Handbooks in economics 
504 |a Includes bibliographical references and index. 
505 0 |a Half Title; Title Page; Copyright; Dedication; Contents; Introduction to the Series; Contributors; Section III Forecasters' Objectives; 12 Forecasters' Objectives and Strategies; 13 Forecasting Exchange Rates: an Investor Perspective; Section IV Methodology; 14 Variable Selection in Predictive Regressions; References; 15 Forecasting with Bayesian Vector Autoregression; Appendix B. State-Space Models; B.1. Kalman Filter; B.2. Smoothing; B.3. Simulation Smoother; Appendix C. Distributions; Acknowledgements; References; 16 Copula Methods for Forecasting Multivariate Time Series. 
505 8 |a 17 Quantile Prediction18 Panel Data Forecasting; 19 Forecasting Binary Outcomes; 20 Advances in Forecast Evaluation; Appendix A Asymptotic Derivations for Out-of-Sample Inference: Examples; A.1. Test of Zero Mean Prediction Error: West (1996); A.2. Test of Equal Predictive Ability for Nested Models:Clark and McCracken (2001); A.3. Test of Zero Mean Prediction Error: Giacomini and White (2006); Acknowledgments; References; 21 Advances in Forecasting under Instability; INDEX; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; Q; R; S; T; U; V; W; Y; Z. 
520 |a The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial a. 
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