http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
1 online resource (xiv, 689-1324, xv pages :) : illustrations (some color).
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.
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.
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.
edited by Graham Elliott, Allan Timmermann.
Includes bibliographical references and index.
Amsterdam ; Boston : Elsevier North-Holland, 2013
Handbook of economic forecasting ; v. 2B