MARC details
| 000 -LEADER |
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| fixed length control field |
02431nam a22002655i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
137456 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
ISI Library, Kolkata |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20170310134205.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
151203s2016 nju 000 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780691140131 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
ISI Library |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
330.0112 |
| Edition number |
23 |
| Item number |
El46 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Elliott, Graham, |
| Relator term |
author |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Economic forecasting / |
| Statement of responsibility, etc |
Graham Elliott and Allan Timmermann. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Princeton : |
| Name of publisher, distributor, etc |
Princeton University Press, |
| Date of publication, distribution, etc |
©2016. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiv, 552 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
27 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
1. Introduction --<br/>2. Loss functions --<br/>3. The parametric forecasting problem --<br/>4. Classical estimation of forecasting models --<br/>5. Bayesian forecasting methods --<br/>6. Model selection --<br/>7. Univariate linear prediction models --<br/>8. Univariate nonlinear prediction models --<br/>9. Vector autoregressions --<br/>10. Forecasting in a data-rich environment --<br/>11. Nonparametric forecasting methods --<br/>12. Binary forecasts --<br/>13. Volatility and density forecasting --<br/>14. Forecast combinations --<br/>15. Desirable properties of forecasts --<br/>16. Evaluation of individual forecasts --<br/>17. Evaluation and comparison of multiple forecasts --<br/>18. Evaluating density forecasts --<br/>19. Forecasting under model instability --<br/>20. Trending variables and forecasting --<br/>21. Forecasting nonstandard data. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Economic forecasting. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Economic forecasting |
| General subdivision |
Econometric models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Finance |
| General subdivision |
Econometric models. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Timmermann, Allan, |
| Relator term |
author |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Books |
