Handbook of Economic Forecasting
Book Details
Format
Hardback or Cased Book
Book Series
Handbook of Economic Forecasting
ISBN-10
0444513957
ISBN-13
9780444513953
Publisher
Elsevier Science & Technology
Imprint
North-Holland
Country of Manufacture
US
Country of Publication
GB
Publication Date
May 30th, 2006
Print length
1070 Pages
Weight
2,028 grams
Dimensions
25.10 x 17.40 x 4.60 cms
Product Classification:
EconometricsEconometrics and economic statisticsEconomic forecasting
Ksh 22,500.00
Manufactured on Demand
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Quality
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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.
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.
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