TAILIEUCHUNG - Handbook of Economic Forecasting part 69

Handbook of Economic Forecasting part 69. 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 | 654 . Clements and . Hendry Fildes . Makridakis S. 1995 . The impact of empirical accuracy studies on time series analysis and forecasting . International Statistical Review 63 289-308. Fildes . Ord K. 2002 . Forecasting competitions - Their role in improving forecasting practice and research . In Clements and Hendry 2002a pp. 322-253. Fuller . Hasza . 1980 . Predictors for the first-order autoregressive process . Journal of Econometrics 13 139-157. Garcia R. 1998 . Asymptotic null distribution of the likelihood ratio test in Markov switching models . International Economic Review 39 763-788. Gardner . McKenzie E. 1985 . Forecasting trends in time series . Management Science 31 1237-1246. Goodwin . 1993 . Business-cycle analysis with a Markov-switching model . Journal of Business and Economic Statistics 11 331-339. Granger . 1989 . Combining forecasts - Twenty years later . Journal of Forecasting 8 167-173. Granger . White H. Kamstra M. 1989 . Interval forecasting An analysis based upon ARCHquantile estimators . Journal of Econometrics 40 87-96. Griliches Z. Intriligator . Eds. 1983 . Handbook of Econometrics vol. 1. North-Holland Amsterdam. Griliches Z. Intriligator . Eds. 1984 . Handbook of Econometrics vol. 2. North-Holland Amsterdam. Griliches Z. Intriligator . Eds. 1986 . Handbook of Econometrics vol. 3. North-Holland Amsterdam. Guilkey . 1974 . Alternative tests for a first order vector autoregressive error specification . Journal of Econometrics 2 95-104. Hall S. Mitchell J. 2005 . Evaluating comparing and combining density forecasts using the KLIC with an application to the Bank of England and NIESRC fan charts of inflation . Oxford Bulletin of Economics and Statistics 67 995-1033. Hamilton . 1989 . Anew approach to the economic analysis of nonstationary time series and the business cycle . Econometrica 57 357-384. Hamilton . 1990 . Analysis of time series subject to changes in regime . Journal of .

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