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Author : Raffaella Giacomini
Publisher :
ISBN 13 :
Total Pages : 296 pages
Book Rating : 4.:/5 (318 download)
Download or read book Essays in Forecast Evaluation written by Raffaella Giacomini and published by . This book was released on 2003 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Marc-Oliver Pohle
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (134 download)
Download or read book Essays on Forecasting and Forecast Evaluation written by Marc-Oliver Pohle and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Carlos Capistran Carmona
Publisher :
ISBN 13 :
Total Pages : 414 pages
Book Rating : 4.:/5 (318 download)
Download or read book Essays on Forecast Evaluation Under General Loss Functions written by Carlos Capistran Carmona and published by . This book was released on 2005 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Guoshi Tong
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (13 download)
Download or read book Essays on Forecast Evaluation and Model Estimation in Financial Markets written by Guoshi Tong and published by . This book was released on 2015 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Onno Kleen
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (122 download)
Download or read book Three Essays on Volatility Forecasting and Forecast Evaluation written by Onno Kleen and published by . This book was released on 2020 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yongil Jeon
Publisher :
ISBN 13 :
Total Pages : 320 pages
Book Rating : 4.:/5 (318 download)
Download or read book Four Essays on Forecasting Evaluation and Econometric Estimation written by Yongil Jeon and published by . This book was released on 1999 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kasper Lund-Jensen
Publisher :
ISBN 13 :
Total Pages : 320 pages
Book Rating : 4.:/5 (894 download)
Download or read book Essays on Forecast Evaluation and Financial Econometrics written by Kasper Lund-Jensen and published by . This book was released on 2013 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Sheheryar Malik
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (921 download)
Download or read book Essays in Time Series Analysis written by Sheheryar Malik and published by . This book was released on 2009 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Fabio Profumo
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (125 download)
Download or read book Essays on Forecast Evaluation of the European Central Bank Survey of Professional Forecasters written by Fabio Profumo and published by . This book was released on 2020 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : G. Elliott
Publisher : North Holland
ISBN 13 : 9780080460673
Total Pages : 0 pages
Book Rating : 4.4/5 (66 download)
Download or read book Handbook of Economic Forecasting written by G. Elliott and published by North Holland. This book was released on 2006-05-30 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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. *Addresses economic forecasting methodology, forecasting models, forecasting with different data structures, and the applications of forecasting methods *Insights within this volume can be applied to economics, finance and marketing disciplines
Author : Yongchen Zhao
Publisher :
ISBN 13 :
Total Pages : 395 pages
Book Rating : 4.:/5 (92 download)
Download or read book Essays on Forecasting with Survey Data and Many Predictors written by Yongchen Zhao and published by . This book was released on 2014 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lawrence Robert Klein
Publisher : Chicago : Markham Publishing Company
ISBN 13 :
Total Pages : 150 pages
Book Rating : 4.3/5 (91 download)
Download or read book An Essay on the Theory of Economic Prediction written by Lawrence Robert Klein and published by Chicago : Markham Publishing Company. This book was released on 1970 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Clive W. J. Granger
Publisher : Cambridge University Press
ISBN 13 : 9780521796491
Total Pages : 400 pages
Book Rating : 4.7/5 (964 download)
Download or read book Essays in Econometrics written by Clive W. J. Granger and published by Cambridge University Press. This book was released on 2001-07-23 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegration, and long memory.
Author : Frank Undorf
Publisher :
ISBN 13 : 9783668798540
Total Pages : 32 pages
Book Rating : 4.7/5 (985 download)
Download or read book Forecast Evaluation Methods written by Frank Undorf and published by . This book was released on 2018-09-11 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: Seminar paper from the year 2016 in the subject Economics - Statistics and Methods, grade: 1,0, University of Cologne (Institut für Ökonometrie und Statistik), course: Seminar "Statistics and Econometrics," language: English, abstract: This seminar paper aims to briefly introduce selected modelfree methods which can be used both to evaluate specific forecast series and to compare pairwise competing series of forecasts. Problems arising from parameter estimation uncertainty and nested forecast generating models are illuminated curtly. The model-free methods will be applied to three series of annual german economic forecasts from 1970 - 2015 provided by the joint forecast and the Council of Economic Advisors. It turns out that the forecast accuracy matches the chronology of the forecasts within the annual forecast semester. Moreover, a simple Monte Carlo study aims to illustrate graphically empirical size and empirical power of the tests for pairwise comparison depending on certain properties of the underlying forecast error sequences.
Author : Clive W. J. Granger
Publisher : Cambridge University Press
ISBN 13 : 9780521774963
Total Pages : 548 pages
Book Rating : 4.7/5 (749 download)
Download or read book Essays in Econometrics written by Clive W. J. Granger and published by Cambridge University Press. This book was released on 2001-07-23 with total page 548 pages. Available in PDF, EPUB and Kindle. Book excerpt: These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, and forecasting.
Author : Jason J. Wu
Publisher :
ISBN 13 :
Total Pages : 168 pages
Book Rating : 4.:/5 (89 download)
Download or read book Three Essays on Time Series Inference and Forecasting written by Jason J. Wu and published by . This book was released on 2007 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yoosoon Chang
Publisher : Emerald Group Publishing
ISBN 13 : 1837532141
Total Pages : 382 pages
Book Rating : 4.8/5 (375 download)
Download or read book Essays in Honor of Joon Y. Park written by Yoosoon Chang and published by Emerald Group Publishing. This book was released on 2023-04-24 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.
