Four Essays on Forecasting Evaluation and Econometric Estimation PDF Download

Author: Yongil Jeon
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 320

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Book Description

Author: Clive W. J. Granger
Publisher: Cambridge University Press
ISBN: 9780521796491
Category : Business & Economics
Languages : en
Pages : 400

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Book Description
These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegration, and long memory.

Author: Francis X. Diebold
Publisher: South-Western Pub
ISBN: 9780324359046
Category : Business & Economics
Languages : en
Pages : 366

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Book Description
ELEMENTARY FORECASTING focuses on the core techniques of widest applicability. The author illustrates all methods with detailed real-world applications, many of them international in flavor, designed to mimic typical forecasting situations.

Author: Dek Terrell
Publisher: Emerald Group Publishing
ISBN: 1789739578
Category : Business & Economics
Languages : en
Pages : 468

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Book Description
Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.

Author: A. C. Fenwick
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 40

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Book Description

Author: Juan J. Dolado
Publisher: Emerald Group Publishing
ISBN: 1803826371
Category : Business & Economics
Languages : en
Pages : 200

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Book Description
Both parts of Volume 44 of Advances in Econometrics pay tribute to Fabio Canova for his major contributions to economics over the last four decades.

Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 546

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Book Description

Author: Graham Elliott
Publisher: Elsevier
ISBN: 0444627405
Category : Business & Economics
Languages : en
Pages : 667

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Book Description
The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial applications, with sections on forecasters' objectives and methodologies. Experts provide surveys of a large range of literature scattered across applied and theoretical statistics journals as well as econometrics and empirical economics journals. The Handbook of Economic Forecasting Volumes 2A and 2B provide a unique compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with up-to-date accounts of all major conceptual issues. - Focuses on innovation in economic forecasting via industry applications - Presents coherent summaries of subjects in economic forecasting that stretch from methodologies to applications - Makes details about economic forecasting accessible to scholars in fields outside economics

Author: Raffaella Giacomini
Publisher:
ISBN:
Category : Economic forecasting
Languages : en
Pages : 296

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Book Description

Author: Niels Haldrup
Publisher: Oxford University Press, USA
ISBN: 0199679959
Category : Business & Economics
Languages : en
Pages : 393

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Book Description
A book on nonlinear economic relations that involve time. It covers specification testing of linear versus non-linear models, model specification testing, estimation of smooth transition models, volatility modelling using non-linear model specification, analysis of high dimensional data set, and forecasting.