TY  - BOOK
AU  - Elliott, Graham
AU  - Timmermann, Allan 
TI  - Economic Forecasting
SN  - 9780691140131
PY  - 2016///
CY  - Princeton
PB  - Princeton University Press
KW  - Economic forecasting
KW  - Economic forecasting -- Econometric models
KW  - Finance -- Econometric models
N2  - 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
ER  -