Link to the ebook : http://ezproxy.univ-catholille.fr/login?url=https://www.vleb...

eISBN : 978-0080460673

Contents :
Contributeurs : J. Geweke, C. Whiteman, C.W.J.Granger, M.J. Machina, K.D. West, A. Timmermann, V. Corradi, N.R. Swanson, H. Lutkepohl, A. Harvey, T. Terasvirta, H. White, J.H. Stock, M.W. Watson, M.P. Clements, D.F. Hendry, E. Ghysels, D.R. Osborn, P.M.M. Rodrigues, M.H. Pesaran, M. Weale, T.G. Andersen, T. Bollerslev, P.F. Christoffersen, F.X. Diebold, M. Marcellino, D. Croushore, P.H. Franses

Part 1. Forecasting methodology.
1. Bayesian forecasting
2. Forecasting and decision theory
3. Forecast evaluation
4. Forecast combinations
5. Predictive density evaluation

Part 2. Forecasting models.
6. Forecasting with VARMA models
7. Forecasting with unobserved components time series models
8. Forecasting economic variables with nonlinear models
9. Approximate nonlinear forecasting models

Part 3. Forecasting with different data structures.
10. Forecasting with many predictors
11. Forecasting with trending data
12. Forecasting with breaks
13. Forecasting seasonal time series
14. Survey expectations

Part 4. Applications of forecasting methods.
15.Volatility and correlation forecasting
16. Leading Indicators
17. Forecasting with real-time macroeconomic data
18. Forecasting in marketing

Language : English

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque