A companion to economic forecasting / edited by David F. Hendry and Michael P. Clements.

Originally published: 2002.

Includes bibliographical references and index.

An overview of economic forecasting / Michael P. Clements and David F. Hendry -- Predictable uncertainty in economic forecasting / Neil R. Ericsson -- Density forecasting: a survey / Anthony S. Tay and Kenneth F. Wallis -- Statistical approaches to modeling and forecasting time-series models / Diego J. Pedregal and Peter C. Young -- Judgemental forecasting / Dilek Onkal-Atay, Mary E. Thompson, and Andrew C. Pollock -- Forecasting for policy / Adrian R. Pagan and John Robertson -- Forecasting cointegrated VARMA processes / Helmut Lutkepohl -- Multi-step forecasting / R.J. Bhansali -- The rationality and efficiency of individuals' forecasts / Herman O. Stekler -- Decision-based methods for forecast evaluation / M. Hashem Pesaran and Spyros Skouras -- Forecast combination and encompassing / Paul Newbold and David I Harvey -- Testing forecast accuracy / Roberto S. Mariano -- Interference about predictive ability / Interference about predictive ability -- Forecasting competitions: their role in improving forecasting practice and research / Robert Fildes and Keith Ord -- Empirical comparisons of inflation models' forecast accuracy / Oyvind Eitrheim, Tore Anders Husebo, and Ragnar Nymoen -- The forecasting performance of the OECD composite leading indicators for France, Germany, Italy, and the U.K. / Gonzalo Camba-Mendez, George Kapetanios, Martin R. Weale, and Richard J. Smith -- Unit-root versus deterministic representations of seasonality for forecasting / Denise R. Osborne -- Forecasting with periodic autoregressive time-series models / Philip Hans Frances and Richard Paap -- Nonlinear models and forecasting / Ruey S. Tsay -- Forecasting with smooth transition autoregressive models / Stefan Lundbergh and Timo Terasvirta -- Forecasting financial variables / Terrence C. Mills -- Explaining forecast failure in macroeconomics / Michael P. Clements and David F. Hendry.

Electronic reproduction. Hoboken, N.J. : Wiley InterScience, 2007. Mode of access: World Wide Web. System requirements: Web browser. Title from title screen (viewed on Dec. 20, 2007). Access may be restricted to users at subscribing institutions.