Search Results

The Oxford Handbook of Economic Forecasting

Download or Read eBook The Oxford Handbook of Economic Forecasting PDF written by Michael P. Clements and published by OUP USA. This book was released on 2011-07-08 with total page 732 pages. Available in PDF, EPUB and Kindle.
The Oxford Handbook of Economic Forecasting
Author :
Publisher : OUP USA
Total Pages : 732
Release :
ISBN-10 : 9780195398649
ISBN-13 : 0195398645
Rating : 4/5 (49 Downloads)

Book Synopsis The Oxford Handbook of Economic Forecasting by : Michael P. Clements

Book excerpt: Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.


The Oxford Handbook of Economic Forecasting Related Books

The Oxford Handbook of Economic Forecasting
Language: en
Pages: 732
Authors: Michael P. Clements
Categories: Business & Economics
Type: BOOK - Published: 2011-07-08 - Publisher: OUP USA

DOWNLOAD EBOOK

Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be ente
Dynamic Factor Models
Language: en
Pages: 29
Authors: Jörg Breitung
Categories:
Type: BOOK - Published: 2005 - Publisher:

DOWNLOAD EBOOK

Dynamic Factor Models
Language: en
Pages: 685
Authors: Siem Jan Koopman
Categories: Business & Economics
Type: BOOK - Published: 2016-01-08 - Publisher: Emerald Group Publishing

DOWNLOAD EBOOK

This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian
Modern Econometric Analysis
Language: en
Pages: 236
Authors: Olaf Hübler
Categories: Business & Economics
Type: BOOK - Published: 2007-04-29 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

In this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an ove
Time Series in High Dimension: the General Dynamic Factor Model
Language: en
Pages: 764
Authors: Marc Hallin
Categories: Business & Economics
Type: BOOK - Published: 2020-03-30 - Publisher: World Scientific Publishing Company

DOWNLOAD EBOOK

Factor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides an extensive account
Scroll to top