Economic forecasting /

330.0112
El46

137456

Elliott, Graham, Economic forecasting / Graham Elliott and Allan Timmermann. - Princeton : Princeton University Press, ©2016.
xiv, 552 pages : illustrations ; 27 cm. Content notes : 1. Introduction --
2. Loss functions --
3. The parametric forecasting problem --
4. Classical estimation of forecasting models --
5. Bayesian forecasting methods --
6. Model selection --
7. Univariate linear prediction models --
8. Univariate nonlinear prediction models --
9. Vector autoregressions --
10. Forecasting in a data-rich environment --
11. Nonparametric forecasting methods --
12. Binary forecasts --
13. Volatility and density forecasting --
14. Forecast combinations --
15. Desirable properties of forecasts --
16. Evaluation of individual forecasts --
17. Evaluation and comparison of multiple forecasts --
18. Evaluating density forecasts --
19. Forecasting under model instability --
20. Trending variables and forecasting --
21. Forecasting nonstandard data. 9780691140131 * Economic forecasting. Economic forecasting - Econometric models. Finance - Econometric models. * Timmermann, Allan, * Title