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04598nam a2200433Ka 4500 |
| 001 - CONTROL NUMBER |
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bslw06335282 |
| 003 - CONTROL NUMBER IDENTIFIER |
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UtOrBLW |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20210303085312.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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101115s2008 enk o 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781849505406 (electronic bk.) : |
| Terms of availability |
£100.00 ; €145.00 ; $175.00 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
UtOrBLW |
| Transcribing agency |
UtOrBLW |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HB3730 |
| Item number |
.F67 2008 |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
KJC |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
ECO |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
BUS069000 |
| Source |
bisacsh |
| 080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER |
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| Universal Decimal Classification number |
338 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
338.5442 |
| Edition number |
22 |
| 245 00 - TITLE STATEMENT |
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| Title |
Forecasting in the presence of structural breaks and model uncertainty |
| Medium |
[electronic resource] / |
| Statement of responsibility, etc. |
edited by David E. Raphach, Mark E. Wohar. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Bingley, U.K. : |
| Name of publisher, distributor, etc. |
Emerald, |
| Date of publication, distribution, etc. |
2008. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource (xxvii, 661 p.). |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Frontiers of economics and globalization, |
| International Standard Serial Number |
1574-8715 ; |
| Volume/sequential designation |
v. 3 |
| 500 ## - GENERAL NOTE |
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| General note |
Includes index. |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Forecasting macroeconomic variables using diffusion indexes in short samples with structural change / Anindya Banerjee, Massimiliano Marcellino, Igor Masten -- Predictive inference under model misspecification / Nii Ayi Armah, Norman R. Swanson -- Forecasting persistent data with possible structural breaks : old school and new school lessons using OECD unemployment rates / Walter Enders, Ruxandra Prodan -- What can we learn from comprehensive data revisions for forecasting inflation? Some US evidence / Pierre L. Siklos -- Forecasting annual UK inflation using an econometric model over 1875-1991 / Michael P. Clements, David F. Hendry -- Estimating and forecasting GARCH models in the presence of structural breaks and regime switches / Eric Hillebrand, Marcelo C. Medeiros -- A source of long memory in volatility / Namwon Hyung, Ser-Huang Poon, Clive W.J. Granger -- Forecasting stock return volatility in the presence of structural breaks / David E. Rapach, Jack K. Strauss, Mark E. Wohar -- Forecasting UK inflation : the roles of structural breaks and time disaggregation / Jennifer L. Castle, David F. Hendry -- Financial time series and volatility prediction using NoVaS transformations / Dimitris N. Politis, Dimitrios D. Thomakos -- Modeling foreign exchange rates with jumps / John M. Maheu, Thomas H. McCurdy -- Bagging binary and quantile predictors for time series : further issues / Tae-Hwy Lee, Yang Yang -- Forecasting interest rates : an application of the stochastic unit root and stochastic cointegration frameworks / Robert Sollis -- Bayesian model averaging in the presence of structural breaks / Francesco Ravazzolo, Richard Paap, Dick van Dijk, Philip Hans Franses -- The economic and statistical value of forecast combinations under regime switching : an application to predictable US returns / Massimo Guidolin, Carrie Fangzhou Na -- Forecasting with small macroeconomic VARs in the presence of instabilities / Todd E. Clark, Michael W. McCracken -- Frontiers of economics and globalization / Hamid Beladi, E. Kwan Choi. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
Forecasting in the presence of structural breaks and model uncertainty are active areas of recent research with crucial implications for practical problems in forecasting. Forecasting in the Presence of Structural Breaks and Model Uncertainty presents findings from the recent literature and new findings in a way that will be very useful to academic researchers and practitioners alike.Each chapter includes detailed empirical applications that demonstrate the usefulness (and limitations) of different methods for generating forecasts when structural breaks and model uncertainty are of significant concern. The authors describe in detail their methods and their results, and the data and programs are made available on a web site devoted to the book. The volume addresses forecasting variables from both Macroeconomics and Finance, and considers many different methods of dealing with model instability and model uncertainty when forming forecasts.Authors are leading experts in the topics they survey and extend. This book is supported by a website detailing the data and programs used. |
| 588 0# - SOURCE OF DESCRIPTION NOTE |
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| Source of description note |
Print version record |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Business & Economics |
| General subdivision |
Economics |
| -- |
General. |
| Source of heading or term |
bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Business strategy. |
| Source of heading or term |
bicssc |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Economic forecasting. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Rapach, David E. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Wohar, Mark E. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Beladi, Hamid. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Choi, Kwang, |
| Dates associated with a name |
1947- |
| 776 1# - ADDITIONAL PHYSICAL FORM ENTRY |
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| International Standard Book Number |
9780444529428 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
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| Uniform title |
Frontiers of economics and globalization ; |
| Volume/sequential designation |
v. 3. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://www.emerald.com/insight/publication/doi/10.1016/S1574-8715(2008)3">https://www.emerald.com/insight/publication/doi/10.1016/S1574-8715(2008)3</a> |
| 913 ## - |
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| -- |
BMEbacklist |
