ISBN 13 : 978-0-691-14013-1

Contents : I Foundations

1 Introduction
2 Loss Functions
3 The Parametric Forecasting Problem
4 Classical Estimation of Forecasting Models
5 Bayesian Forecasting Methods
6 Model Selection

II Forecast Methods

7 Univariate Linear Prediction Models
8 Univariate Nonlinear Prediction Models
9 Vector Autoregressions
10 Forecasting in a Data-Rich Environment
11 Nonparametric Forecasting Methods
12 Binary Forecasts
13
Volatility and Density Forecasting
14
Forecast Combinations

III Forecast Evaluation

15 Desirable Properties of Forecasts
16 Evaluation of Individual Forecasts
17 Evaluation and Comparison of Multiple Forecasts
18 Evaluating Density Forecasts

IV Refinements and Extensions

19 Forecasting under Model Instability
20 Trending Variables and Forecasting
21 Forecasting Nonstandard Data
Appendix
Bibliography
Index

Language : French

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque