A companion to economic forecasting /
edited by David F. Hendry and Michael P. Clements.
- Oxford : Blackwell, 2004.
- 616 pages
Originally published: 2002.
Includes bibliographical references and index.
An overview of economic forecasting / Predictable uncertainty in economic forecasting / Density forecasting: a survey / Statistical approaches to modeling and forecasting time-series models / Judgemental forecasting / Forecasting for policy / Forecasting cointegrated VARMA processes / Multi-step forecasting / The rationality and efficiency of individuals' forecasts / Decision-based methods for forecast evaluation / Forecast combination and encompassing / Testing forecast accuracy / Interference about predictive ability / Forecasting competitions: their role in improving forecasting practice and research / Empirical comparisons of inflation models' forecast accuracy / The forecasting performance of the OECD composite leading indicators for France, Germany, Italy, and the U.K. / Unit-root versus deterministic representations of seasonality for forecasting / Forecasting with periodic autoregressive time-series models / Nonlinear models and forecasting / Forecasting with smooth transition autoregressive models / Forecasting financial variables / Explaining forecast failure in macroeconomics / Michael P. Clements and David F. Hendry -- Neil R. Ericsson -- Anthony S. Tay and Kenneth F. Wallis -- Diego J. Pedregal and Peter C. Young -- Dilek Onkal-Atay, Mary E. Thompson, and Andrew C. Pollock -- Adrian R. Pagan and John Robertson -- Helmut Lutkepohl -- R.J. Bhansali -- Herman O. Stekler -- M. Hashem Pesaran and Spyros Skouras -- Paul Newbold and David I Harvey -- Roberto S. Mariano -- Interference about predictive ability -- Robert Fildes and Keith Ord -- Oyvind Eitrheim, Tore Anders Husebo, and Ragnar Nymoen -- Gonzalo Camba-Mendez, George Kapetanios, Martin R. Weale, and Richard J. Smith -- Denise R. Osborne -- Philip Hans Frances and Richard Paap -- Ruey S. Tsay -- Stefan Lundbergh and Timo Terasvirta -- Terrence C. Mills -- 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.