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Optimal Forecast Combinations Under General Loss Functions And Forecast Error Distributions
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Book Synopsis Handbook of Economic Forecasting by : G. Elliott
Download or read book Handbook of Economic Forecasting written by G. Elliott and published by Elsevier. This book was released on 2006-07-14 with total page 1071 pages. Available in PDF, EPUB and Kindle. Book excerpt: Section headings in this handbook include: 'Forecasting Methodology; 'Forecasting Models'; 'Forecasting with Different Data Structures'; and 'Applications of Forecasting Methods.'.
Book Synopsis Forecasting in the Presence of Structural Breaks and Model Uncertainty by : David E. Rapach
Download or read book Forecasting in the Presence of Structural Breaks and Model Uncertainty written by David E. Rapach and published by Emerald Group Publishing. This book was released on 2008-02-29 with total page 691 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting in the presence of structural breaks and model uncertainty are active areas of research with implications for practical problems in forecasting. This book addresses forecasting variables from both Macroeconomics and Finance, and considers various methods of dealing with model instability and model uncertainty when forming forecasts.
Book Synopsis Government Budget Forecasting by : Jinping Sun
Download or read book Government Budget Forecasting written by Jinping Sun and published by Routledge. This book was released on 2017-09-25 with total page 637 pages. Available in PDF, EPUB and Kindle. Book excerpt: Revenue and expenditure forecasting plays an important role in public budgeting and financial management, particularly during times of financial constraint, when citizens impose greater accountability upon government to use taxpayer dollars more efficiently. Despite its significance, revenue and expenditure forecasting is often overlooked in the budget process, and there is an imbalance between practice and research in this area. Based on the collaboration of budget scholars and practitioners, Government Budget Forecasting fulfills two purposes: Enhances the understanding of revenue and expenditure estimation both theoretically and practically Stimulates dialogue and debate among practitioners and academicians to identify good forecast practices as well as areas for improvement Divided into four parts, this comprehensive reference first examines forecast practices at the federal, state, and local levels, drawing on case studies that include California, Texas, and Louisiana. It then explores consensus systems and risk assessment, considering political factors and the costs of forecast errors. The text concludes with a call to transparency and guidance from a code of ethics, and a look at forecasting practices in emerging countries.
Book Synopsis Macroeconomic Forecasting in the Era of Big Data by : Peter Fuleky
Download or read book Macroeconomic Forecasting in the Era of Big Data written by Peter Fuleky and published by Springer Nature. This book was released on 2019-11-28 with total page 716 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships among variables; how to select parsimonious models; how to deal with model uncertainty, instability, non-stationarity, and mixed frequency data; and how to evaluate forecasts, among others. Each chapter is self-contained with references, and provides solid background information, while also reviewing the latest advances in the field. Accordingly, the book offers a valuable resource for researchers, professional forecasters, and students of quantitative economics.
Book Synopsis Feature Papers of Forecasting by : Sonia Leva
Download or read book Feature Papers of Forecasting written by Sonia Leva and published by MDPI. This book was released on 2021-08-06 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nowadays, forecast applications are receiving unprecedent attention thanks to their capability to improve the decision-making processes by providing useful indications. A large number of forecast approaches related to different forecast horizons and to the specific problem that have to be predicted have been proposed in recent scientific literature, from physical models to data-driven statistic and machine learning approaches. In this Special Issue, the most recent and high-quality researches about forecast are collected. A total of nine papers have been selected to represent a wide range of applications, from weather and environmental predictions to economic and management forecasts. Finally, some applications related to the forecasting of the different phases of COVID in Spain and the photovoltaic power production have been presented.
Book Synopsis Palgrave Handbook of Econometrics by : Terence C. Mills
Download or read book Palgrave Handbook of Econometrics written by Terence C. Mills and published by Springer. This book was released on 2009-06-25 with total page 1406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.
Book Synopsis The Methodology and Practice of Econometrics by : Jennifer Castle
Download or read book The Methodology and Practice of Econometrics written by Jennifer Castle and published by OUP Oxford. This book was released on 2009-04-30 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encompassing. The book strikes a balance between econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics. Contributors include: Karim Abadir, Anindya Banerjee, Gunnar Bårdsen, Andreas Beyer, Mike Clements, James Davidson, Juan Dolado, Jurgen Doornik, Robert Engle, Neil Ericsson, Jesus Gonzalo, Clive Granger, David Hendry, Kevin Hoover, Søren Johansen, Katarina Juselius, Steven Kamin, Pauline Kennedy, Maozu Lu, Massimiliano Marcellino, Laura Mayoral, Grayham Mizon, Bent Nielsen, Ragnor Nymoen, Jim Stock, Pravin Trivedi, Paolo Paruolo, Mark Watson, Hal White, and David Zimmer.
Book Synopsis Essays on Forecast Evaluation Under General Loss Functions by : Carlos Capistran Carmona
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:
Book Synopsis Economic Forecasting by : Graham Elliott
Download or read book Economic Forecasting written by Graham Elliott and published by Princeton University Press. This book was released on 2016-04-05 with total page 567 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and integrated approach to economic forecasting problems Economic forecasting involves choosing simple yet robust models to best approximate highly complex and evolving data-generating processes. This poses unique challenges for researchers in a host of practical forecasting situations, from forecasting budget deficits and assessing financial risk to predicting inflation and stock market returns. Economic Forecasting presents a comprehensive, unified approach to assessing the costs and benefits of different methods currently available to forecasters. This text approaches forecasting problems from the perspective of decision theory and estimation, and demonstrates the profound implications of this approach for how we understand variable selection, estimation, and combination methods for forecasting models, and how we evaluate the resulting forecasts. Both Bayesian and non-Bayesian methods are covered in depth, as are a range of cutting-edge techniques for producing point, interval, and density forecasts. The book features detailed presentations and empirical examples of a range of forecasting methods and shows how to generate forecasts in the presence of large-dimensional sets of predictor variables. The authors pay special attention to how estimation error, model uncertainty, and model instability affect forecasting performance. Presents a comprehensive and integrated approach to assessing the strengths and weaknesses of different forecasting methods Approaches forecasting from a decision theoretic and estimation perspective Covers Bayesian modeling, including methods for generating density forecasts Discusses model selection methods as well as forecast combinations Covers a large range of nonlinear prediction models, including regime switching models, threshold autoregressions, and models with time-varying volatility Features numerous empirical examples Examines the latest advances in forecast evaluation Essential for practitioners and students alike
Book Synopsis Journal of Econometrics, Volume 122, Issue 1 by :
Download or read book Journal of Econometrics, Volume 122, Issue 1 written by and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Time Series and Panel Data Econometrics by : M. Hashem Pesaran
Download or read book Time Series and Panel Data Econometrics written by M. Hashem Pesaran and published by Oxford University Press. This book was released on 2015-10-01 with total page 1443 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual. It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.
Book Synopsis Computational Network Theory by : Matthias Dehmer
Download or read book Computational Network Theory written by Matthias Dehmer and published by John Wiley & Sons. This book was released on 2015-05-04 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: Diese umfassende Einführung in die rechnergestützte Netzwerktheorie als ein Zweig der Netzwerktheorie baut auf dem Grundsatz auf, dass solche Netzwerke als Werkzeuge zu verstehen sind, mit denen sich durch die Anwendung rechnergestützter Verfahren auf große Mengen an Netzwerkdaten Hypothesen ableiten und verifizieren lassen. Ein Team aus erfahrenden Herausgebern und renommierten Autoren aus der ganzen Welt präsentieren und erläutern eine Vielzahl von repräsentativen Methoden der rechnergestützten Netzwerktheorie, die sich aus der Graphentheorie, rechnergestützten und statistischen Verfahren ableiten. Dieses Referenzwerk überzeugt durch einen einheitlichen Aufbau und Stil und eignet sich auch für Kurse zu rechnergestützten Netzwerken.
Book Synopsis Missing Data Methods by : David M. Drukker
Download or read book Missing Data Methods written by David M. Drukker and published by Emerald Group Publishing. This book was released on 2011-11-30 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: Part of the "Advances in Econometrics" series, this title contains chapters covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in Empirical Finance; Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas; and, Consistent Estimation and Orthogonality.
Book Synopsis Handbook of Economic Expectations by : Ruediger Bachmann
Download or read book Handbook of Economic Expectations written by Ruediger Bachmann and published by Elsevier. This book was released on 2022-11-04 with total page 876 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Economic Expectations discusses the state-of-the-art in the collection, study and use of expectations data in economics, including the modelling of expectations formation and updating, as well as open questions and directions for future research. The book spans a broad range of fields, approaches and applications using data on subjective expectations that allows us to make progress on fundamental questions around the formation and updating of expectations by economic agents and their information sets. The information included will help us study heterogeneity and potential biases in expectations and analyze impacts on behavior and decision-making under uncertainty. - Combines information about the creation of economic expectations and their theories, applications and likely futures - Provides a comprehensive summary of economics expectations literature - Explores empirical and theoretical dimensions of expectations and their relevance to a wide array of subfields in economics
Book Synopsis Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis by : Xiaohong Chen
Download or read book Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis written by Xiaohong Chen and published by Springer Science & Business Media. This book was released on 2012-08-01 with total page 582 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of articles that present the most recent cutting edge results on specification and estimation of economic models written by a number of the world’s foremost leaders in the fields of theoretical and methodological econometrics. Recent advances in asymptotic approximation theory, including the use of higher order asymptotics for things like estimator bias correction, and the use of various expansion and other theoretical tools for the development of bootstrap techniques designed for implementation when carrying out inference are at the forefront of theoretical development in the field of econometrics. One important feature of these advances in the theory of econometrics is that they are being seamlessly and almost immediately incorporated into the “empirical toolbox” that applied practitioners use when actually constructing models using data, for the purposes of both prediction and policy analysis and the more theoretically targeted chapters in the book will discuss these developments. Turning now to empirical methodology, chapters on prediction methodology will focus on macroeconomic and financial applications, such as the construction of diffusion index models for forecasting with very large numbers of variables, and the construction of data samples that result in optimal predictive accuracy tests when comparing alternative prediction models. Chapters carefully outline how applied practitioners can correctly implement the latest theoretical refinements in model specification in order to “build” the best models using large-scale and traditional datasets, making the book of interest to a broad readership of economists from theoretical econometricians to applied economic practitioners.
Download or read book e-Science written by Claudia Koschtial and published by Springer Nature. This book was released on 2021-03-19 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book shows the breadth and various facets of e-Science, while also illustrating their shared core. Changes in scientific work are driven by the shift to grid-based worlds, the use of information and communication systems, and the existential infrastructure, which includes global collaboration. In this context, the book addresses emerging issues such as open access, collaboration and virtual communities and highlights the diverse range of developments associated with e-Science. As such, it will be of interest to researchers and scholars in the fields of information technology and knowledge management.
Book Synopsis Adaptive and Intelligent Systems by : Abdelhamid Bouchachia
Download or read book Adaptive and Intelligent Systems written by Abdelhamid Bouchachia and published by Springer. This book was released on 2014-08-13 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the proceedings of the International Conference on Adaptive and Intelligent Systems, ICAIS 2014, held in Bournemouth, UK, in September 2014. The 19 full papers included in these proceedings together with the abstracts of 4 invited talks, were carefully reviewed and selected from 32 submissions. The contributions are organized under the following topical sections: advances in feature selection; clustering and classification; adaptive optimization; advances in time series analysis.
