Determination of estimation sample for a fixed specification 627 Chapter 13 Forecasting Seasonal Time Series... Deterministic seasonality model 669PART 4: APPLICATIONS OF FORECASTING MET
Trang 13.2 GARCH model forecast-error taxonomy 616
4.5 Forecast biases when there are changes in the autoregressive parameters 621
6.1 Determination of estimation sample for a fixed specification 627
Chapter 13
Forecasting Seasonal Time Series
Trang 22.3 Deterministic seasonality model 669
PART 4: APPLICATIONS OF FORECASTING METHODS
Chapter 14
Survey Expectations
2.4 Testing the optimality of survey forecasts under asymmetric losses 730
5 Uses of survey data in testing theories: Evidence on rationality of expectations 754
Trang 35.1 Analysis of quantified surveys, econometric issues and findings 755
Appendix A: Derivation of optimal forecasts under a ‘Lin-Lin’ cost function 768 Appendix B: References to the main sources of expectational data 769
Chapter 15
Volatility and Correlation Forecasting
TORBEN G ANDERSEN, TIM BOLLERSLEV, PETER F
4.2 Efficient method of simulated moments procedures for inference and forecasting 823 4.3 Markov Chain Monte Carlo (MCMC) procedures for inference and forecasting 826
Trang 46.3 Multivariate GARCH estimation 843
Chapter 16
Leading Indicators
Trang 59.2 Examples 937
10 Review of the recent literature on the performance of leading indicators 945
Chapter 17
Forecasting with Real-Time Macroeconomic Data
Experiment 2: Forecasting with real-time versus latest-available data samples 972
How forecasts differ when using first-available data compared with latest-available data 974
Chapter 18
Forecasting in Marketing
Trang 64 Deriving forecasts 1003
Trang 8FORECASTING METHODOLOGY
Trang 10BAYESIAN FORECASTING
JOHN GEWEKE and CHARLES WHITEMAN
Department of Economics, University of Iowa, Iowa City, IA 52242-1000
Contents
Handbook of Economic Forecasting, Volume 1
Edited by Graham Elliott, Clive W.J Granger and Allan Timmermann
© 2006 Elsevier B.V All rights reserved
DOI: 10.1016/S1574-0706(05)01001-3