rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Handbook of economic forecasting
    part number: Volume 2B
  name:
    name part: Elliott, Graham
    name part: 1965-
  name:
    name part: Timmermann, Allan.
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: ne
    place:
      place term: Amsterdam
    place:
      place term: Boston
    publisher: Elsevier North-Holland
    date issued: 2013
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (xiv, 689-1324, xv pages :) : illustrations (some color).
  abstract: 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 a.
  table of contents: Half Title; Title Page; Copyright; Dedication; Contents; Introduction to the Series; Contributors; Section III Forecasters' Objectives; 12 Forecasters' Objectives and Strategies; 13 Forecasting Exchange Rates: an Investor Perspective; Section IV Methodology; 14 Variable Selection in Predictive Regressions; References; 15 Forecasting with Bayesian Vector Autoregression; Appendix B. State-Space Models; B.1. Kalman Filter; B.2. Smoothing; B.3. Simulation Smoother; Appendix C. Distributions; Acknowledgements; References; 16 Copula Methods for Forecasting Multivariate Time Series.
  table of contents: 17 Quantile Prediction18 Panel Data Forecasting; 19 Forecasting Binary Outcomes; 20 Advances in Forecast Evaluation; Appendix A Asymptotic Derivations for Out-of-Sample Inference: Examples; A.1. Test of Zero Mean Prediction Error: West (1996); A.2. Test of Equal Predictive Ability for Nested Models:Clark and McCracken (2001); A.3. Test of Zero Mean Prediction Error: Giacomini and White (2006); Acknowledgments; References; 21 Advances in Forecasting under Instability; INDEX; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; Q; R; S; T; U; V; W; Y; Z.
  note: edited by Graham Elliott, Allan Timmermann.
  note: Includes bibliographical references and index.
  subject:
    topic: Economic forecasting
    topic: Econometric models
  subject:
    topic: BUSINESS & ECONOMICS
    topic: Economics
    topic: General
  subject:
    topic: BUSINESS & ECONOMICS
    topic: Reference
  subject:
    topic: Economic forecasting
    topic: Econometric models
  classification: HB3730 .H225 2013eb
  classification: 330.01/12
  related item:
    title info:
      title: Handbook of economic forecasting
    origin info:
      publisher: Amsterdam ; Boston : Elsevier North-Holland, 2013
    identifier: (DLC) 2006046390
  related item:
    title info:
      title: Handbook of economic forecasting ; v. 2B
  identifier: 9780444627407
  identifier: 0444627405
  identifier: 9780444627315
  identifier: 0444627316
  identifier: https://www.sciencedirect.com/science/handbooks/15740706/2/part/PB
  record info:
    record content source: E7B
    record creation date: 060519
    record change date: 20180501122013.0
    record identifier: ocn859158937
    language of cataloging:
      language term: eng