TAILIEUCHUNG - Handbook of Economic Forecasting part 107

Handbook of Economic Forecasting part 107. 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 | I-22 Subject Index Federal Reserve Board 749 feedback 704 FIEGARCH 806 filter 799 filtering 814 882 filtering problem 782 final equations form 311 financial risk management 203 financial time series 662 first order term 565 fixed scheme 107 fixed-weighted data 971 flexible Fourier form 698 forecast biases 620 forecast combination 23 141 438 520 864 forecast combination puzzle 186 forecast comparisons 416 forecast distributions 809 forecast efficiency 975 forecast encompassing 101 109 157 forecast errors 101 611 975 forecast evaluation 101 106 782 786 855 forecast horizon 843 937 forecast loss function 787 854 forecast MSE 296 462 forecast performance 610 forecast pooling 883 forecast quality 785 forecast-equivalent labeling 92 forecast-origin 613 forecast-origin inaccuracy 611 forecasting aggregated processes 299 forecasting competitions 607 forecasting conditional covariances and correlations 786 forecasting horse race 52 forecasting performance 883 934 forecasting vector of interest 9 forecasting volatility 854 forecasting with estimated processes 316 forward premium 592 fractional integrated EGARCH 806 fractional integration 59 fractionally integrated FIGARCH 805 frequentist formulation 23 fully efficient forecasts 786 GARCH 111 405 615 782 GARCH volatility 798 GARCH 1 1 model 696 GDP 881 generalized error distribution 813 generically comprehensively revealing activation functions 475 Gibbs sampler 31 826 GMM 112 Goldsmith-Nagan Bond and Money Market Letter 736 758 Gompertz function 999 Granger causality 301 Granger causality tests 976 greedy algorithm 472 gross national product 884 growth or deviation cycle 881 GW test 443 h-block cross-validation 482 heavy-tailed distributions 399 hedging problem 67 heterogeneity 716 heterogeneous information 722 hidden Markov regression model 421 hierarchical Bayes 1002 hierarchical prior 11 12 high-frequency data 786 830 higher order integrated process 305 highest density region 438 highly nonlinear approximation 471 .

TỪ KHÓA LIÊN QUAN
Đã phát hiện trình chặn quảng cáo AdBlock
Trang web này phụ thuộc vào doanh thu từ số lần hiển thị quảng cáo để tồn tại. Vui lòng tắt trình chặn quảng cáo của bạn hoặc tạm dừng tính năng chặn quảng cáo cho trang web này.