Forecasting for Economics and Business
Forecasting for Economics and Business
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经济和商业预测
DOI：
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发表时间：
2012
期刊：
影响因子：
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通讯作者：
Gloria González
中科院分区：
文献类型：
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作者：
Gloria González
1.导论和背景2.基本统计概念和线性回归模型的回顾3.统计学和时间序列4.预测者的工具5.了解线性相关性：与经济模型的链接6.移动平均预测(MA)过程7.自回归预测(AR)过程8.预测实践：对圣地亚哥房价指数进行建模9.预测评估和预测组合10.长期预测：确定性和随机趋势11.用方程系统进行预测：向量自回归12.长期和短期联合预测：协整和误差修正模型13预测波动率14.预测波动率II 15.时变波动率的金融应用16.使用非线性模型进行预测
1. Introduction and Context 2. A Review of Basic Statistics Concepts and the Linear Regression Model 3. Statistics and Time Series 4. Tools of the Forecaster 5. Understanding Linear Dependence: A Link to Economic Models 6. Forecasting with Moving Average (MA) Processes 7. Forecasting with AutoRegressive (AR) Processes 8. Forecasting Practice: Modeling San Diego House Price Index 9. Assessment of Forecasts and Combination of Forecasts 10. Forecasting the Long Run: Deterministic and Stochastic Trends 11. Forecasting with a System of Equations: Vector AutoRegression 12. Forecasting the Long Run and the Short Run Jointly: Cointegration and Error Correction Models 13. Forecasting Volatility I 14. Forecasting Volatility II 15. Financial Applications of Time-varying Volatility 16. Forecasting with Nonlinear Models