tailieunhanh - Handbook of Economic Forecasting part 36

Handbook of Economic Forecasting part 36. 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 | 324 H. Lütkepohl Lütkepohl H. 1996 . Handbook of Matrices. Wiley Chichester. Lütkepohl H. 2002 . Forecasting cointegrated VARMA processes . In Clements . Hendry . Eds. A Companion to Economic Forecasting. Blackwell Oxford pp. 179-205. Lütkepohl H. 2005 . New Introduction to Multiple Time Series Analysis. Springer-Verlag Berlin. Lütkepohl H. Claessen H. 1997 . Analysis of cointegrated VARMA processes . Journal of Econometrics 80 223-239. Lütkepohl H. Poskitt . 1996 . Specification of echelon form VARMA models . Journal of Business Economic Statistics 14 69-79. Lütkepohl H. Saikkonen P. 1999 . Order selection in testing forthe cointegrating rank of a VAR process . In Engle . White H. Eds. Cointegration Causality and Forecasting. A Festschrift in Honour of Clive . Granger. Oxford University Press Oxford pp. 168-199. Marcellino M. 1999 . Some consequences of temporal aggregation in empirical analysis . Journal of Business Economic Statistics 17 129-136. Marcellino M. Stock . Watson . 2003 . Macroeconomic forecasting in the Euro area Country specific versus area-wide information . European Economic Review 47 1-18. Masarotto G. 1990 . Bootstrap prediction intervals for autoregressions . International Journal of Forecasting 6 229-239. Meese R. Geweke J. 1984 . A comparison of autoregressive univariate forecasting procedures for macroeconomic time series . Journal of Business Economic Statistics 2 191-200. Newbold P. Granger . 1974 . Experience with forecasting univariate time series and combination of forecasts . Journal of the Royal Statistical Society Series A 137 131-146. Nicholls . Hall . 1979 . The exact likelihood of multivariate autoregressive moving average models . Biometrika 66 259-264. Nsiri S. Roy R. 1992 . On the identification of ARMA echelon-form models . Canadian Journal of Statistics 20 369-386. Pascual L. Romo J. Ruiz E. 2004 . Bootstrap predictive inference for ARIMA processes . Journal of Time Series Analysis 25 449-465.