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The Oxford handbook of economic forecasting edited by Michael P. Clements and David F. Hendry.

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Book's title: The Oxford handbook of economic forecasting edited by Michael P. Clements and David F. Hendry.
Library of Congress Control Number: 2010029661
National Bibliographic Agency Control Number:015785248 Uk
International Standard Book Number (ISBN):9780195398649 (cloth : alk. paper)
International Standard Book Number (ISBN):0195398645 (cloth : alk. paper)
System Control Number:(PromptCat)99945132016
System Control Number:ocn649079796
Cataloging Source:DLC, DLC YDX YDXCP BWX ERASA CUS CDX UKMGB MIX UNA DEBBG
Library of Congress Call Number:HB3730 .O897 2011
Dewey Decimal Classification Number:338.5/442 22
Other Classification Number:QH 237
Varying Form of Title:Economic forecasting
Publication, Distribution, etc.:New York . Oxford University Press, (c)2011.
Physical Description:xv, 712 p. : ill. ;, 26 cm.
Series Statement:[Oxford handbooks]
Bibliography, etc. Note:Includes bibliographical references and index.
Formatted Contents Note:Part I. Forecasting models and methods. VARs, cointegration, and common cycle restrictions / Heather M. Anderson and Farshid Vahid
Dynamic factor models / James H. Stock and Mark W. Watson
Forecasting with nonlinear time series models / Anders Bredahl Kock and Timo Teräsvirta
Forecasting with DSGE models / Kai Christoffel, Günter Coenen, and Anders Warne
Forecasting economic time series using unobserved components time series models / Siem Jan Koopman and Marius Ooms
Improving the role of judgment in economic forecasting / Paul Goodwin, Dilek Önkal, and Michael Lawrence
Part II. Data issues. Nowcasting / Marta Ba?bura, Domenico Giannone, and Lucrezia Reichlin
Forecasting with mixed-frequency data / Elena Andreou, Eric Ghysels, and Andros Kourtellos
Forecasting with real-time data vintages / Dean Croushore
Part III. Forecasting and structural breaks. Forecasting from misspecified models in the presence of unanticipated location shifts / Michael P. Clements and David F. Hendry
Forecasting breaks and forecasting during breaks / Jennifer L. Castle, Nicholas W.P. Fawcett, and David F. Hendry
Forecast combinations / Marco Aiolfi, Carlos Capistrán, and Allan Timmermann
Formatted Contents Note:Part IV. Forecast evaluation. Multiple forecast model evaluation / Valentina Corradi and Walter Distaso
Testing for unconditional predictive ability / Todd E. Clark and Michael W. McCracken
Testing conditional predictive ability / Raffaella Giacomini
Interpreting and combining heterogeneous survey forecasts / Charles F. Manski
Analyzing three-dimensional panel data of forecasts / Antony Davies, Kajal Lahiri, and Xuguang Sheng
Part V. Financial forecasting. Forecasting financial time series / Terence C. Mills
Forecasting volatility using high-frequency data / Peter Reinhard Hansen and Asger Lunde
Part VI. Special interest areas. Economic value of weather and climate forecasts / Richard W. Katz and Jeffrey K. Lazo
Long-horizon growth forecasting and demography / Thomas Lindh
Forecasting the energy markets / Derek W. Bunn and Nektaria V. Karakatsani
Models for health care / Andrew M. Jones
Election forecasting / Michael S. Lewis-Beck and Charles Tien
Marketing and sales / Philip Hans Franses.
Genre/Form:Aufsatzsammlung.
Personal Name:Clements, Michael P.
Personal Name:Hendry, David F.
Uniform Title:Oxford handbooks.
Rubrics: Wirtschaftsmodell$0(DE-588c)4079348-5$2swd
Wirtschaftsforschung$0(DE-588c)4124477-1$2swd
Wirtschaft$0(DE-588c)4066399-1$2swd
Prognoseverfahren$0(DE-588c)4358095-6$2swd
Economic forecasting

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The Oxford handbook of economic forecasting edited by Michael P. Clements and David F. Hendry.

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by edited by Michael P. Clements and David F. Hendry.

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Publication & Distribution: New York . Oxford University Press, (c)2011.
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