Handbook of Economic Forecasting part 11

Handbook of Economic Forecasting part 11. Research on forecasting methods has made important progress over recent years and these developments are brought together in the Handbook of Economic Forecasting. The handbook covers developments in how forecasts are constructed based on multivariate time-series models, dynamic factor models, nonlinear models and combination methods. The handbook also includes chapters on forecast evaluation, including evaluation of point forecasts and probability forecasts and contains chapters on survey forecasts and volatility forecasts. Areas of applications of forecasts covered in the handbook include economics, finance and marketing | 74 J. Geweke and C. Whiteman Chib S. Greenberg E. 1994 . Bayes inference in regression models with ARMA q errors . Journal of Econometrics 64 183-206. Chib S. Greenberg E. 1995 . Understanding the Metropolis-Hastings algorithm . The American Statistician 49 327-335. Chib S. Jeliazkov J. 2001 . Marginal likelihood from the Metropolis-Hastings output . Journal of the American Statistical Association 96 270-281. Christoffersen PF. 1998 . Evaluating interval forecasts . International Economic Review 39 841-862. Chulani S. Boehm B. Steece B. 1999 . Bayesian analysis of empirical software engineering cost models . IEEE Transactions on Software Engineering 25 573-583. Clemen . 1989 . Combining forecasts - a review and annotated bibliography . International Journal of Forecasting 5 559-583. Cogley T. Morozov S. Sargent T. 2005 . Bayesian fan charts for . inflation Forecasting and sources of uncertainty in an evolving monetary system Journal of Economic Dynamics and Control in press. Dawid . 1984 . Statistical theory The prequential approach . Journal of the Royal Statistical Society Series A 147 278-292. DeJong . Ingram . Whiteman . 2000 . A Bayesian approach to dynamic macroeconomics . Journal of Econometrics 98 203-223. DeJong P. Shephard N. 1995 . The simulation smoother for time series models . Biometrika 82 339-350. Diebold . 1998 . Elements of Forecasting. South-Western College Publishing Cincinnati. Doan T. Litterman . Sims . 1984 . Forecasting and conditional projection using realistic prior distributions . Econometric Reviews 3 1-100. Draper D. 1995 . Assessment and propagation of model uncertainty . Journal of the Royal Statistical Society Series B 57 45-97. Dreze . 1977 . Bayesian regression analysis using poly-t densities . Journal of Econometrics 6 329354. Dreze . Morales . 1976 . Bayesian full information analysis of simultaneous equations . Journal of the American Statistical Association 71 919-923. Dreze . Richard .

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