000			01534nam a2200229 4500
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008			250401b |||||||| |||| 00| 0 eng d
020			_a9780691140131
037			_cTextual
040			_aRTL _cRTL
084			_aX:89Q1 Q6 _qRTL
100			_aElliott, Graham _9751716
245			_aEconomic Forecasting
260			_aPrinceton _bPrinceton University Press _c2016
300			_axiv, 552p. _bIncludes bibliography and index
520			_aThis 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.
650			_aEconomic forecasting _9751717
650			_aEconomic forecasting -- Econometric models _9751718
650			_aFinance -- Econometric models _9751719
700			_aTimmermann, Allan _eCo-author
942			_2CC _n0 _cTB _hX:89Q1 Q6
999			_c1308371 _d1308371