Economic Forecasting
(Sprache: Englisch)
Economic forecasting involves choosing simple yet robust models to best approximate highly complex and evolving data-generating processes. This poses unique challenges for researchers in a host of practical forecasting situations, from forecasting budget...
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Economic forecasting involves choosing simple yet robust models to best approximate highly complex and evolving data-generating processes. This poses unique challenges for researchers in a host of practical forecasting situations, from forecasting budget deficits and assessing financial risk to predicting inflation and stock market returns. Economic Forecasting presents a comprehensive, unified approach to assessing the costs and benefits of different methods currently available to forecasters
Autoren-Porträt von Graham Elliott, Allan Timmermann
ALLAN TIMMERMANN is Professor of Economics at University of California, San Diego. He is on the editorial board of the Journal of Forecasting and Journal of Business and Economic Statistics. His research is concerned with modelling the dynamics and predictability of returns in financial markets. Professor Timmermann has held positions at Birkbeck College and the London School of Economics.
Bibliographische Angaben
- Autoren: Graham Elliott , Allan Timmermann
- 2016, 568 Seiten, 80 Abbildungen, Maße: 18,2 x 26,1 cm, Gebunden, Englisch
- Verlag: Princeton University Press
- ISBN-10: 0691140138
- ISBN-13: 9780691140131
- Erscheinungsdatum: 12.04.2016
Sprache:
Englisch
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