August 2013
Beginner to intermediate
672 pages
22h 30m
English
Content preview from Handbook of Economic Forecasting
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Index
A
Absolute evaluation methods
correct coverage test, 979
correct specification test, 977–978
quantile regression based tests, 981
Accounting identities
co-integration approach, 388
interest rate forecasting, 389
predictable excess returns, 399
Accuracy evaluation
AR-DFMS model, 182, 185, 188
DSGE model, 76, 80, 84
equal finite-sample (inflation), 10
finite–sample inference, 1126, 1135
forecasters, 696, 698, 702
forecasting models, 401
model-based forecasting, 272, 277, 297, 305
multiple forecasts, 1148, 1180
nested models, 1132
non-nested model, 1132
oil price, 428, 448, 461, 467
overlapping models, 1135
prediction markets, 669
Active portfolios, 735, 737
Additive models, 987–988
Ad-hoc estimation methods
instabilities forecasting, 1228 ...
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