TY  - BOOK
AU  - Clements,Michael P.
AU  - Hendry,David F.
ED  - Wiley InterScience (Online service)
TI  - A companion to economic forecasting
SN  - 9780470996430
AV  - HB3730 .C65 2004eb
U1  - 338.5442 22
PY  - 2004///
CY  - Oxford
PB  - Blackwell
KW  - Economic forecasting
KW  - Prévision économique
KW  - Electronic books
N1  - 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
UR  - https://eresourcesptsl.ukm.remotexs.co/user/login?url=http://onlinelibrary.wiley.com/book/10.1002/9780470996430
ER  -