by G . Elliott (Editor), A . G . Timmermann (Editor), C . W . J . Granger (Editor)
Covers developments in how forecasts are constructed based on multivariate time-series models, dynamic factor models, nonlinear models and combination methods. This handbook addresses economic forecasting methodology, forecasting models, forecasting with different data structures, and the applications of forecasting methods.
Format: Hardcover
Pages: 1070
Publisher: North Holland
Published: 30 May 2006
ISBN 10: 0444513957
ISBN 13: 9780444513953