TY  - BOOK
AU  - Clements,Michael P.
AU  - Hendry,David F.
TI  - A companion to economic forecasting
T2  - Blackwell companions to contemporary economics
SN  - 0585467196
AV  - HB3730 C585 2002
PY  - 2002///
CY  - Malden, Mass.
PB  - Blackwell Publishers
KW  - Economic forecasting
N1  - Includes bibliographical references and indexes; Contents; List of Contributors; Preface; Acknowledgments; 1	An Overview of Economic Forecasting / Michael P. Clements, David F. Hendry; 2	Predictable Uncertainty in Economic Forecasting / Neil R. Ericsson; 3	Density Forecasting: A Survey / Anthony S. Tay, Kenneth F. Wallis; 4	Statistical Approaches to Modeling and Forecasting Time Series / Diego J. Pedregal, Peter C. Young; 5	Forecasting with Structural Time-Series Models / Tommaso Proietti; 6	Judgmental Forecasting / Dilek Onkal-Atay, Mary E. Thomson, Andrew C. Pollock; 7	Forecasting for Policy / Adrian R. Pagan, John Robertson; 8	Forecasting Cointegrated VARMA Processes / Helmut Lutkepohl; 9	Multi-Step Forecasting / R. J. Bhansali; 10	The Rationality and Efficiency of Individuals' Forecasts / Herman O. Stekler; 11	Decision-Based Methods for Forecast Evaluation / M. Hashem Pesaran, Spyros Skouras; 12	Forecast Combination and Encompassing / Paul Newbold, David I. Harvey; 13	Testing Forecast Accuracy / Roberto S. Mariano; 14	Inference About Predictive Ability / Michael W. McCracken, Kenneth D. West; 15	Forecasting Competitions: Their Role in Improving Forecasting Practice and Research / Robert Fildes, Keith Ord; 16	Empirical Comparisons of Inflation Models' Forecast Accuracy / Oyvind Eitrheim, Tore Anders Husebo, Ragnar Nymoen; 17	The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany, Italy, and the U.K. [and others] / Gonzalo Camba-Mendez, George Kapetanios, Martin R. Weale; 18	Unit-Root Versus Deterministic Representations of Seasonality for Forecasting / Denise R. Osborn; 19	Forecasting with Periodic Autoregressive Time-Series Models / Philip Hans Franses, Richard Paap; 20	Nonlinear Models and Forecasting / Ruey S. Tsay; 21	Forecasting with Smooth Transition Autoregressive Models / Stefan Lundbergh, Timo Terasvirta; 22	Forecasting Financial Variables / Terence C. Mills; 23	Explaining Forecast Failure in Macroeconomics / Michael P. Clements, David F. Hendry; Author Index; Subject Index
UR  - http://www.netlibrary.com/urlapi.asp?action=summary&v=1&bookid=90374
ER  -