Price loading...

Princeton University Press Economic Forecasting

Name: Economic Forecasting
Brand: Princeton University Press

Econometrics

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

Description

Economic forecasting involves choosing simple yet robust models to best approximate highly complex and evolving data-generating processes. This poses unique challenges for researchers in a host of practical forecasting situations, from forecasting budget deficits and assessing financial risk to predicting inflation and stock market returns. Economic Forecasting presents a comprehensive, unified approach to assessing the costs and benefits of different methods currently available to forecasters. This text approaches forecasting problems from the perspective of decision theory and estimation, and demonstrates the profound implications of this approach for how we understand variable selection, estimation, and combination methods for forecasting models, and how we evaluate the resulting forecasts. Both Bayesian and non-Bayesian methods are covered in depth, as are a range of cutting-edge techniques for producing point, interval, and density forecasts. The book features detailed presentations and empirical examples of a range of forecasting methods and shows how to generate forecasts in the presence of large-dimensional sets of predictor variables. The authors pay special attention to how estimation error, model uncertainty, and model instability affect forecasting performance. * Presents a comprehensive and integrated approach to assessing the strengths and weaknesses of different forecasting methods* Approaches forecasting from a decision theoretic and estimation perspective* Covers Bayesian modeling, including methods for generating density forecasts* Discusses model selection methods as well as forecast combinations* Covers a large range of nonlinear prediction models, including regime switching models, threshold autoregressions, and models with time-varying volatility* Features numerous empirical examples* Examines the latest advances in forecast evaluation* Essential for practitioners and students alike

Product Specifications

Brand: Princeton University Press
Format: hardcover
ASIN: 0691140138
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 05 April 2016
Listed Since: 19 December 2013

Barcode

No barcode data available

Princeton University Press Economic Forecasting

Price History & Forecast

No Price Data Available

Price Distribution

Description

Product Specifications

Barcode

Similar Products You Might Like

Applied Economic Forecasting using Time Series Methods

Ecological Forecasting

Forecasting in Business and Economics (Economic Theory, Econometrics, and Mathematical Economics)

Econometric Modeling: A Likelihood Approach

Econometrics

Financial Econometrics: Problems, Models, and Methods: 2 (Princeton Series in Finance)

Financial Econometrics – Problems, Models, and Methods: 2 (Princeton Series in Finance)

Business Forecasting: A Practical Approach

Economic Modeling and Inference

Portfolio Risk Analysis

Springer - Causality, Prediction, and Specification Analysis Book

Probability and Statistics for Economists

Nonparametric Comparative Statistics & Stability (Princeton Legacy Library)

Modelling Nonlinear Economic Time Series (Advanced Texts In Econometrics)

Empirical Dynamic Asset Pricing – Model Specification and Econometric Assessment

Probabilistic Forecasts and Optimal Decisions

Methods for Estimation and Inference in Modern Econometrics

Econometric Methods with Applications in Business and Economics

The Econometrics of Financial Markets

Advanced Time Series Data Analysis: Forecasting Using EViews

Nonparametric Econometrics: Theory and Practice

Nonparametric Econometrics: Theory and Practice

Handbook of Economic Forecasting (Volume 1)

Methods for Estimation and Inference in Modern Econometrics