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ISBN 13 : 9780190622015

Sommaire :
Preface

PART I: Forecasting with the Linear Regression Model
Chapter 1 -The Baseline Linear Regression Model
Chapter 2 - Model Mis-Specification
Chapter 3 - The Dynamic Linear Regression Model
Chapter 4 - Forecast Evaluation and Combination

PART II: Forecasting with Time Series Models
Chapter 5 - Univariate Time Series Models
Chapter 6 - VAR Models
Chapter 7 - Error Correction Models
Chapter 8 - Bayesian VAR Models

PART III: TAR, Markov Switching and State Space Models
Chapter 9 - TAR and STAR Models
Chapter 10 - Markov Switching Models
Chapter 11 - State Space Models and the Kalman Filter

PART IV: Mixed Frequency, Large Datasets and Volatility
Chapter 12 - Models for Mixed Frequency Data
Chapter 13 - Models for Large Datasets
Chapter 14 - Forecasting Volatility
Bibliography

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque