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Author :
Release : 1943
Genre : Commerce
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Economic Series by :
Download or read book Economic Series written by . This book was released on 1943. Available in PDF, EPUB and Kindle. Book excerpt:
Author : United States. Bureau of Foreign and Domestic Commerce
Release : 1941
Genre : Commerce
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Economic Series by : United States. Bureau of Foreign and Domestic Commerce
Download or read book Economic Series written by United States. Bureau of Foreign and Domestic Commerce. This book was released on 1941. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michael Clements
Release : 1998-10-08
Genre : Business & Economics
Kind : eBook
Book Rating : 809/5 ( reviews)
Book Synopsis Forecasting Economic Time Series by : Michael Clements
Download or read book Forecasting Economic Time Series written by Michael Clements. This book was released on 1998-10-08. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a formal analysis of the models, procedures, and measures of economic forecasting with a view to improving forecasting practice. David Hendry and Michael Clements base the analyses on assumptions pertinent to the economies to be forecast, viz. a non-constant, evolving economic system, and econometric models whose form and structure are unknown a priori. The authors find that conclusions which can be established formally for constant-parameter stationary processes and correctly-specified models often do not hold when unrealistic assumptions are relaxed. Despite the difficulty of proceeding formally when models are mis-specified in unknown ways for non-stationary processes that are subject to structural breaks, Hendry and Clements show that significant insights can be gleaned. For example, a formal taxonomy of forecasting errors can be developed, the role of causal information clarified, intercept corrections re-established as a method for achieving robustness against forms of structural change, and measures of forecast accuracy re-interpreted.
Author : Lars Peter Hansen
Release : 2014
Genre : Business & Economics
Kind : eBook
Book Rating : 110/5 ( reviews)
Book Synopsis Uncertainty Within Economic Models by : Lars Peter Hansen
Download or read book Uncertainty Within Economic Models written by Lars Peter Hansen. This book was released on 2014. Available in PDF, EPUB and Kindle. Book excerpt: "Studying this work in real time taught me a lot, but seeing it laid out in conceptual, rather than chronological, order provides even clearer insights into the evolution of this provocative line of research. Hansen and Sargent are two of the best economists of our time, they are also among the most dedicated teachers in our profession. They have once again moved the research frontier, and with this book provide a roadmap for the rest of us to follow. This is a must-have for anyone interested in modeling uncertainty, ambiguity and robustness."Stanley E ZinWilliam R Berkley Professor of Economics and BusinessLeonard N Stern School of BusinessNew York UniversityWritten by Lars Peter Hansen (Nobel Laureate in Economics, 2013) and Thomas Sargent (Nobel Laureate in Economics, 2011), Uncertainty within Economic Models includes articles adapting and applying robust control theory to problems in economics and finance. This book extends rational expectations models by including agents who doubt their models and adopt precautionary decisions designed to protect themselves from adverse consequences of model misspecification. This behavior has consequences for what are ordinarily interpreted as market prices of risk, but big parts of which should actually be interpreted as market prices of model uncertainty. The chapters discuss ways of calibrating agents' fears of model misspecification in quantitative contexts.
Author : Philip Hans Franses
Release : 2014-04-24
Genre : Business & Economics
Kind : eBook
Book Rating : 129/5 ( reviews)
Book Synopsis Time Series Models for Business and Economic Forecasting by : Philip Hans Franses
Download or read book Time Series Models for Business and Economic Forecasting written by Philip Hans Franses. This book was released on 2014-04-24. Available in PDF, EPUB and Kindle. Book excerpt: With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and example-driven approach, this textbook summarises the most critical decisions, techniques and steps involved in creating forecasting models for business and economics. Students are led through the process with an entirely new set of carefully developed theoretical and practical exercises. Chapters examine the key features of economic time series, univariate time series analysis, trends, seasonality, aberrant observations, conditional heteroskedasticity and ARCH models, non-linearity and multivariate time series, making this a complete practical guide. Downloadable datasets are available online.
