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Handbook of Economic Forecasting part 32

Handbook of Economic Forecasting part 32. 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 | 284 V. Corradi and N.R. Swanson Storey J.D. 2003 . The positive false discovery rate A Bayesian interpretation and the .- -value . Annals of Statistics 31 2013-2035. Sullivan R. Timmermann A. White H. 1999 . Data-snooping technical trading rule performance and the bootstrap . Journal of Finance 54 1647-1691. Sullivan R. Timmermann A. White H. 2001 . Dangers of data-mining The case of calendar effects in stock returns . Journal of Econometrics 105 249-286. Swanson N.R. White H. 1997 . Amodel selection approach to real-time macroeconomic forecasting using linear models and artificial neural networks . Review of Economic Statistics 59 540-550. Terasvirta T. 2006 . Forecasting economic variables with nonlinear models . In Elliott G. Granger C.W.J. Timmermann A. Eds. Handbook of Economic Forecasting. Elsevier Amsterdam pp. 413-457. Chapter 8 in this volume. Thompson S.B. 2002 . Evaluating the goodness of fit of conditional distributions with an application to affine term structure models . Working Paper Harvard University. van der Vaart A.W. 1998 . Asymptotic Statistics. Cambridge New York. Vuong Q. 1989 . Likelihood ratio tests for model selection and non-nested hypotheses . Econometrica 57 307-333. Weiss A. 1996 . Estimating time series models using the relevant cost function . Journal of Applied Econometrics 11 539-560. West K.D. 1996 . Asymptotic inference about predictive ability . Econometrica 64 1067-1084. West K.D. 2006 . Forecast evaluation . In Elliott G. Granger C.W.J. Timmermann A. Eds. Handbook of Economic Forecasting. Elsevier Amsterdam pp. 99-134. Chapter 3 in this volume. West K.D. McCracken M.W. 1998 . Regression-based tests for predictive ability . International Economic Review 39 817-840. Whang Y.J. 2000 . Consistent bootstrap tests of parametric regression functions . Journal of Econometrics 27-46. Whang Y.J. 2001 . Consistent specification testing for conditional moment restrictions . Economics Letters 71 299-306. White H. 1982 . Maximum likelihood