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Economic Forecasting
Hardback
Main Details
Title |
Economic Forecasting
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Authors and Contributors |
By (author) Graham Elliott
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By (author) Allan Timmermann
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Physical Properties |
Format:Hardback | Pages:568 | Dimensions(mm): Height 254,Width 178 |
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Category/Genre | Econometrics Economic forecasting |
ISBN/Barcode |
9780691140131
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Classifications | Dewey:330.015195 |
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Audience | Postgraduate, Research & Scholarly | |
Illustrations |
80 line illus. 25 tables.
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Publishing Details |
Publisher |
Princeton University Press
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Imprint |
Princeton University Press
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Publication Date |
5 April 2016 |
Publication Country |
United States
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Description
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. Economi
Author Biography
Graham Elliott is professor of economics at the University of California, San Diego. Allan Timmermann holds the Atkinson/Epstein Chair at the Rady School of Management at the University of California, San Diego, where he is also professor of finance and economics.
Reviews"This book is an excellent and valuable one on economic forecasting for academics as well as practitioners. Specifically, the decision-theoretical approach employed by the book successfully conveys a new insight into the forecasting literature by making a clear connection between forecasting and decision-making. In addition, the book's comprehensive arguments with numerous examples have no equal in other forecasting books."---Tatsuyoshi Okimoto, Economic Record
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