An Introduction to Econometric Forecasting and Forecasting Models PDF Download
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Author: Lawrence Robert Klein
Publisher: Free Press
ISBN:
Category : Business & Economics
Languages : en
Pages : 184
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Book Description
The model approach to economic forecasting; Model resources and structure; Specification and validation of a forecasting model; Forecasting.
Author: Lawrence Robert Klein
Publisher: Free Press
ISBN:
Category : Business & Economics
Languages : en
Pages : 184
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Book Description
The model approach to economic forecasting; Model resources and structure; Specification and validation of a forecasting model; Forecasting.
Author: Lawrence Robert Klein
Publisher: Greenwood
ISBN:
Category : Econometrics
Languages : en
Pages : 296
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Book Description
Author: Ken Holden
Publisher: Cambridge University Press
ISBN: 9780521356923
Category : Business & Economics
Languages : en
Pages : 228
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Book Description
This work is the only currently available text that provides comprehensive coverage of the methods and applications in the rapidly developing field of forecasting the future state of the economy.
Author: Milton H Spencer
Publisher:
ISBN: 9781258230050
Category :
Languages : en
Pages : 424
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Book Description
Edited By Lloyd G. Reynolds. The Irwin Series In Economics.
Author: David F. Hendry
Publisher: MIT Press
ISBN: 9780262582421
Category : Business & Economics
Languages : en
Pages : 236
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Book Description
How to interpret and evaluate economic forecasts and the uncertainties inherent in them.
Author: James Bernard Ramsey
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 112
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Book Description
Author: Roberto S. Mariano
Publisher: World Scientific
ISBN: 9812778969
Category : Business & Economics
Languages : en
Pages : 200
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Book Description
This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobel laureate Lawrence Klein. Some of the chapters were presented as tutorials to an audience in the Econometric Forecasting and High-Frequency Data Analysis Workshop at the Institute for Mathematical Science, National University of Singapore in May 2006. They will be of interest to researchers working in macroeconometrics as well as financial econometrics. Moreover, readers will find these chapters useful as a guide to the literature as well as suggestions for future research. Sample Chapter(s). Foreword (32 KB). Chapter 1: Forecast Uncertainty, Its Representation and Evaluation* (97 KB). Contents: Forecasting Uncertainty, Its Representation and Evaluation (K F Wallis); The University of Pennsylvania Models for High-Frequency Macroeconomic Modeling (L R Klein & S Ozmucur); Forecasting Seasonal Time Series (P H Franses); Car and Affine Processes (C Gourieroux); Multivariate Time Series Analysis and Forecasting (M Deistler). Readership: Professionals and researchers in econometric forecasting and financial data analysis.
Author: Michael Clements
Publisher: Cambridge University Press
ISBN: 9780521634809
Category : Business & Economics
Languages : en
Pages : 402
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Book Description
An extended formal analysis of economic forecasting co-authored by one of the world's leading econometricians.
Author: Michael P. Clements
Publisher: OUP USA
ISBN: 0195398645
Category : Business & Economics
Languages : en
Pages : 732
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Book Description
Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.
Author: Philip Hans Franses
Publisher: Cambridge University Press
ISBN: 1139952129
Category : Business & Economics
Languages : en
Pages : 304
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Book Description
With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and example-driven approach, this textbook summarises the most critical decisions, techniques and steps involved in creating forecasting models for business and economics. Students are led through the process with an entirely new set of carefully developed theoretical and practical exercises. Chapters examine the key features of economic time series, univariate time series analysis, trends, seasonality, aberrant observations, conditional heteroskedasticity and ARCH models, non-linearity and multivariate time series, making this a complete practical guide. Downloadable datasets are available online.
