OXFORD UNIVERSITY PRESS

Applied Economic Forecasting using Time Series Methods

ISBN : 9780190622015

参考価格(税込): 
¥16,170
著者: 
Eric Ghysels; Massimiliano Marcellino
関連カテゴリー
ページ
616 ページ
フォーマット
Hardcover
サイズ
185 x 259 mm
刊行日
2018年04月
メール送信
印刷

Economic forecasting is a key ingredient of decision making in the public and private sectors. This book provides the necessary tools to solve real-world forecasting problems using time-series methods. It targets undergraduate and graduate students as well as researchers in public and private institutions interested in applied economic forecasting.

目次: 

Preface
PART I: Forecasting with the Linear Regression Model
Chapter 1 -The Baseline Linear Regression Model
Chapter 2 - Model Mis-Specification
Chapter 3 - The Dynamic Linear Regression Model
Chapter 4 - Forecast Evaluation and Combination
PART II: Forecasting with Time Series Models
Chapter 5 - Univariate Time Series Models
Chapter 6 - VAR Models
Chapter 7 - Error Correction Models
Chapter 8 - Bayesian VAR Models
PART III: TAR, Markov Switching and State Space Models
Chapter 9 - TAR and STAR Models
Chapter 10 - Markov Switching Models
Chapter 11 - State Space Models and the Kalman Filter
PART IV: Mixed Frequency, Large Datasets and Volatility
Chapter 12 - Models for Mixed Frequency Data
Chapter 13 - Models for Large Datasets
Chapter 14 - Forecasting Volatility

著者について: 

Eric Ghysels is the Edward M. Bernstein Distinguished Professor of Economics at UNC Chapel Hill, Professor of Finance at the Kenan-Flagler Business School and CEPR Fellow.; Massimiliano Marcellino is Professor of Econometrics at Bocconi University, fellow of CEPR and IGIER.

このページに掲載の「参考価格」は日本国内における希望小売価格です。当ウェブサイトでのご購入に対して特別価格が適用される場合、販売価格は「割引価格」として表示されます。なお、価格は予告なく変更されることがございますので、あらかじめご了承ください。