Handbook of Economic Forecasting

  • Handbook of Economic Forecasting
    Handbook of Economic Forecasting
    By G. Elliott, C. W.J. Granger, A. G. Timmermann

    In: Clements, M.P., Hendry, D.F. (Eds.), A Companion to Economic Forecasting. Blackwells, Oxford, pp. 268–283. Nyblom, J. (1989). “Testing for the constancy of parameters over time”. Journal of the American Statistical Association 84, ...

  • Handbook of Economic Forecasting
    Handbook of Economic Forecasting
    By Graham Elliott, Allan Timmermann

    The Handbook of Economic Forecasting Volumes 2A and 2B provide a unique compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with up-to-date accounts of all major conceptual issues.

  • Handbook of Economic Forecasting
    Handbook of Economic Forecasting
    By G. Elliott, C. W.J. Granger, A. G. Timmermann

    Section headings in this handbook include: 'Forecasting Methodology; 'Forecasting Models'; 'Forecasting with Different Data Structures'; and 'Applications of Forecasting Methods.'.

  • Handbook of Economic Forecasting
    Handbook of Economic Forecasting
    By Graham Elliott, Allan Timmermann

    The Handbook of Economic Forecasting Volumes 2A and 2B provide a unique compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with up-to-date accounts of all major conceptual issues.

  • Handbook of Economic Forecasting
    Handbook of Economic Forecasting
    By Graham Elliott, Allan Timmermann

    ... horizons 6, 9 and 12, the oil futures price has statistically significant directional accuracy, but the gains are ... pondering the medium-term economic outlook a horizon of1 year is too short. Crude oil futures may have maturities as ...