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Handbook of Economic Forecasting, vol 1

Edited by Graham Elliott (), Clive Granger and Allan Timmermann ()

in Handbook of Economic Forecasting from Elsevier, currently edited by G. Elliott, C. Granger and A. Timmermann

Keywords: economic forecasting methodology; forecasting models; forecasting with different data structures; and the applications of forecasting methods (search for similar items in EconPapers)
JEL-codes: B0 (search for similar items in EconPapers)
Date: 2006
Edition: 1
ISBN: 0-444-51395-7
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Citations: View citations in EconPapers (1654) Track citations by RSS feed

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Chapters in this book:

Ch 01 Bayesian Forecasting Downloads
John Geweke and Charles Whiteman
Ch 02 Forecasting and Decision Theory Downloads
Clive Granger and Mark Machina
Ch 03 Forecast Evaluation Downloads
Kenneth West
Ch 04 Forecast Combinations Downloads
Allan Timmermann
Ch 05 Predictive Density Evaluation Downloads
Valentina Corradi and Norman Swanson
Ch 06 Forecasting with VARMA Models Downloads
Helmut Lütkepohl
Ch 07 Forecasting with Unobserved Components Time Series Models Downloads
Andrew Harvey
Ch 08 Forecasting economic variables with nonlinear models Downloads
Timo Teräsvirta
Ch 09 Approximate Nonlinear Forecasting Methods Downloads
Halbert White
Ch 10 Forecasting with Many Predictors Downloads
James H. Stock and Mark Watson
Ch 11 Forecasting with Trending Data Downloads
Graham Elliott
Ch 12 Forecasting with Breaks Downloads
Michael Clements and David Hendry
Ch 13 Forecasting Seasonal Time Series Downloads
Eric Ghysels, Denise Osborn and Paulo Rodrigues
Ch 14 Survey Expectations Downloads
M Pesaran and Martin Weale
Ch 15 Volatility and Correlation Forecasting Downloads
Torben Andersen, Tim Bollerslev, Peter Christoffersen and Francis Diebold
Ch 16 Leading Indicators Downloads
Massimiliano Marcellino
Ch 17 Forecasting with Real-Time Macroeconomic Data Downloads
Dean Croushore
Ch 18 Forecasting in Marketing Downloads
Philip Hans Franses

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