×

zbMATH — the first resource for mathematics

A companion to economic forecasting. 1st paperback ed. (English) Zbl 1084.91523
Malden, MA: Blackwell Publishing (ISBN 1-4051-2623-X/pbk). xiii, 597 p. (2004).

Show indexed articles as search result.

The articles of this volume will be reviewed individually.
Indexed articles:
Ericsson, Neil R., Predictable uncertainty in economic forecasting, 19-44 [Zbl 1180.91226]
Tay, Anthony S.; Wallis, Kenneth F., Density forecasting: a survey, 45-68 [Zbl 1093.62109]
Pedregal, Diego J.; Young, Peter C., Statistical approaches to modeling and forecasting time series, 69-104 [Zbl 1180.91234]
Proietti, Tommaso, Forecasting with structural time-series models, 105-132 [Zbl 1180.91235]
Lütkepohl, Helmut, Forecasting cointegrated VARMA processes, 179-205 [Zbl 1180.91230]
Lütkepohl, Helmut, Forecasting cointegrated VARMA processes, 179-205 [Zbl 1136.91567]
Bhansali, R. J., Multi-step forecasting, 206-221 [Zbl 1180.91227]
Stekler, Herman O., The rationality and efficiency of individuals’ forecasts, 222-240 [Zbl 1284.91334]
Pesaran, M. Hashem; Skouras, Spyros, Decision-based methods for forecast evaluation, 241-267 [Zbl 1180.91080]
Newbold, Paul; Harvey, David I., Forecast combination and encompassing, 268-283 [Zbl 1180.91232]
Mariano, Roberto S., Testing forecast accuracy, 284-298 [Zbl 1092.62053]
McCracken, Michael W.; West, Kenneth D., Inference about predictive ability, 299-321 [Zbl 1180.91231]
Eitrheim, Øyvind; Husebø, Tore Anders; Nymoen, Ragnar, Empirical comparison of inflation models’ forecast accuracy, 354-385 [Zbl 1180.91199]
Camba-Mendez, Gonzalo; Kapetanios, George; Weale, Martin R.; Smith, Richard J., The forecasting performance of the OECD composite leading indicators for France, Germany, Italy, and the U.K., 386-408 [Zbl 1180.91225]
Osborn, Denise R., Unit-root versus deterministic representations of seasonality for forecasting, 409-431 [Zbl 1180.91233]
Franses, Philip Hans; Paap, Richard, Forecasting with periodic autoregressive time-series models, 432-452 [Zbl 1180.91229]
Tsay, Ruey S., Nonlinear models and forecasting, 453-484 [Zbl 1180.91237]
Lundbergh, Stefan; Teräsvirta, Timo, Forecasting with smooth transition autoregressive models, 485-509 [Zbl 1093.62087]
Mills, Terence C., Forecasting financial variables, 510-538 [Zbl 1180.91317]
Clements, Michael P.; Hendry, David F., Explaining forecast failure in macroeconomics, 539-571 [Zbl 1180.91196]

MSC:
91B82 Statistical methods; economic indices and measures
91-06 Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance
00B15 Collections of articles of miscellaneous specific interest
PDF BibTeX XML Cite