Econometric Modeling And Forecasting
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Econometric Modeling And Forecasting
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Author : Jagat Prirayani
language : en
Publisher:
Release Date : 2017-11
Econometric Modeling And Forecasting written by Jagat Prirayani and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11 with Econometric models categories.
This book serves as a reference guide to econometrics modelling and forecasting. The book is divided into two parts i.e. Modelling and Forecasting, to make it easy for the reader to understand the topic.The first part of the book i.e. Modelling, throws light on the various econometric models. The models are very well explained to make it easier for anyone reading the book to grasp the concept. Various mathematical and statistical tools used with reference to econometrics models are also discussed. Chapter 4 discusses hypothesis testing which is of paramount importance in any research and will also act as a base for the next part of the book i.e. Forecasting. Various basic tests, which are used for hypothesis testing are also included in the chapter.The second part of the book i.e. Forecasting includes several different concepts such as forecasting principles, forecasting classification, forecasting accuracy evaluation and its industrial applications in depth. The concepts are enriched with relevant case studies. The case studies have been specially selected for the better understanding of the concepts. The book is written with a vision to guide the reader on structuring a forecasting problem. The book provides the necessary information to the reader so that the reader can design various forecasting methods and evaluate them efficiently. It answers important questions such as: * How to implement various forecasting methods in different situations and with different variables?* When to accept or reject the forecasts? The book takes the readers through a variety of forecasting methods, with a strong discussion on their strengths and weaknesses, and an analysis on how to use them efficiently. The book has been written with the objective of helping the readers/researchers select the most appropriate method for a given forecasting problem and ultimately, evaluate the chosen forecasting model. This is useful especially when selection of the most appropriate method for a particular situation is the most important criterion. This book also suggests what research on forecasting methods will have the greatest, and the least, payoff. Research on forecasting has grown in importance to a great extent in recent times due to the fact that application of forecasting techniques has been growing rapidly in the areas of the social, behavioral and management sciences. So much is known about forecasting methods, but little is applied. Why? Because what is known in one field is unknown in another or because it frequently contradicts our common sense or challenges our beliefs and our behavior. Hence, the book will also tell the researcher how to effectively use, evaluate and interpret different forecasting methods under different situations. Underlying the evaluation procedure is the need to test methods against reasonable alternatives. Overall, this book should serve as a standard source of reference for researchers in the fields of business, government, academia, and consulting.
Econometric Modeling And Forecasting
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Author : Nalan Baştürk
language : en
Publisher:
Release Date : 2017
Econometric Modeling And Forecasting written by Nalan Baştürk and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017 with categories.
Econometric Models And Economic Forecasts
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Author : Robert S. Pindyck
language : en
Publisher: McGraw-Hill/Irwin
Release Date : 1998
Econometric Models And Economic Forecasts written by Robert S. Pindyck and has been published by McGraw-Hill/Irwin this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Business & Economics categories.
This well known text helps students understand the art of model building - what type of model to build, building the appropriate model, testing it statistically, and applying the model to practical problems in forecasting and analysis.
Econometric Modelling And Forecasting Of Tourism Demand
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Author : Doris Chenguang Wu
language : en
Publisher: Taylor & Francis
Release Date : 2022-10-27
Econometric Modelling And Forecasting Of Tourism Demand written by Doris Chenguang Wu and has been published by Taylor & Francis this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-10-27 with Business & Economics categories.
This insightful and timely volume provides a succinct, expert-led introduction to the latest developments in advanced econometric methodologies in the context of tourism demand modelling and forecasting. Written by a plethora of worldwide experts on this topic, this book offers a comprehensive approach to tourism econometrics. Accurate demand forecasts are crucial to decision-making in the tourism industry and this book provides real-life tourism applications and the corresponding R code alongside theoretical foundations, in order to enhance understanding and practice amongst its readers. The methodologies introduced include general to specific modelling, cointegration, vector autoregression, time-varying parameter modelling, spatiotemporal econometric models, mixed-frequency forecasting, hybrid forecasting models, forecasting combination techniques, density forecasting, judgemental forecasting, scenario forecasting under crisis, and web-based tourism forecasting. Embellished with insightful figures and tables throughout, this book is an invaluable resource for those using advanced econometric methodologies in their studies and research, including both undergraduate and postgraduate students, researchers, and practitioners.
Forecasting Economic Time Series
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Author : C. W. J. Granger
language : en
Publisher: Academic Press
Release Date : 2014-05-10
Forecasting Economic Time Series written by C. W. J. Granger and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Business & Economics categories.
Economic Theory, Econometrics, and Mathematical Economics, Second Edition: Forecasting Economic Time Series presents the developments in time series analysis and forecasting theory and practice. This book discusses the application of time series procedures in mainstream economic theory and econometric model building. Organized into 10 chapters, this edition begins with an overview of the problem of dealing with time series possessing a deterministic seasonal component. This text then provides a description of time series in terms of models known as the time-domain approach. Other chapters consider an alternative approach, known as spectral or frequency-domain analysis, that often provides useful insights into the properties of a series. This book discusses as well a unified approach to the fitting of linear models to a given time series. The final chapter deals with the main advantage of having a Gaussian series wherein the optimal single series, least-squares forecast will be a linear forecast. This book is a valuable resource for economists.
An Introduction To Econometric Forecasting And Forecasting Models
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Author : Lawrence Robert Klein
language : en
Publisher: Free Press
Release Date : 1980
An Introduction To Econometric Forecasting And Forecasting Models written by Lawrence Robert Klein and has been published by Free Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1980 with Business & Economics categories.
The model approach to economic forecasting; Model resources and structure; Specification and validation of a forecasting model; Forecasting.
Forecasting Models For National Economic Planning
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Author : Aaart R. Heesterman
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Forecasting Models For National Economic Planning written by Aaart R. Heesterman and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
This book is about the specification of linear econometric models, and for this reason some important related fields have been deliberately omitted. I did not want to discuss the problems of parameter-estimation, at least not in any detail, as there are other books on these problems written by specialized statisticians. This book is about the models them selves and macro-economic models in particular. A second related sub ject is the policy decision that can be made with the help of a model. While I did write a chapter on policy decisions, I limited myself to some extent because of my views on planning as such. The logical approach to this problem is in terms of mathematical programming, but our models and our ideas about the policies we want are too crude for its effective utilisation. A realistic formulation of the problem should involve non linearities in an essential way, the models I consider (and most existing models) are linear. At the present state of econometrics, I do not really believe in such a thing as the 'optimal' plan. The possible result of bad planning or no planning at all, for instance massive unemployment, sudden financial crises, unused capital equipment, or the production of unsalable goods is agreed to be undesirable. Programming methods may of course be needed, if only for having a systematic algorithm to find a solution that avoids this kind of 'obvious' non-optimality. However, the main emphasis is on forecasting models.
New Directions In Econometric Modeling And Forecasting In U S Agriculture
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Author : Gordon C. Rausser
language : en
Publisher: North Holland
Release Date : 1982
New Directions In Econometric Modeling And Forecasting In U S Agriculture written by Gordon C. Rausser and has been published by North Holland this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with Business & Economics categories.
Econometric Model Performance In Forecasting And Policy Assessment
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Author : W. Allen Spivey
language : en
Publisher: A E I Press
Release Date : 1979
Econometric Model Performance In Forecasting And Policy Assessment written by W. Allen Spivey and has been published by A E I Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1979 with Business & Economics categories.
Monograph on current econometric models used in economic forecasting and economic policy assessment - presents the methodology of linear and nonlinear simulation models, and includes a statistical analysis of forecast errors of major econometric models. Bibliography pp. 73 to 77, graphs and statistical tables.
The Structural Econometric Time Series Analysis Approach
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Author : Arnold Zellner
language : en
Publisher: Cambridge University Press
Release Date : 2004-10-21
The Structural Econometric Time Series Analysis Approach written by Arnold Zellner and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-10-21 with Business & Economics categories.
Bringing together a collection of previously published work, this book provides a discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena, predict future outcomes and be useful for policy-making. Analytical relations between dynamic econometric structural models and empirical time series MVARMA, VAR, transfer function, and univariate ARIMA models are established with important application for model-checking and model construction. The theory and applications of these procedures to a variety of econometric modeling and forecasting problems as well as Bayesian and non-Bayesian testing, shrinkage estimation and forecasting procedures are also presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision and the Marshallian Macroeconomic Model that features demand, supply and entry equations for major sectors of economies is analysed and described. This volume will prove invaluable to professionals, academics and students alike.