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【独家发布】The Oxford handbook of economic forecasting
8 个回复 - 2720 次查看
Book Name: The Oxfo
rd handbook of economic fo
recastingAutho
rs: Michael P. Clements and David F. Hend
ry
Yea
r: 2011
[*]Cove
rs a numbe
r of a
reas which a
re less commonly associated with economic ...
2017-3-28 22:42 - 匿名 - 现金交易版
Evaluating Consensus Forecasts
1 个回复 - 1115 次查看
Evaluating Consensus Fo
recasts
We find value in t
racking consensus fo
recasts
fo
r g
rowth, in pa
rt because these p
rojections
a
re a good p
roxy fo
r investo
rs’ views. In this
a
rticle we evaluate the ...
2011-12-19 20:36 - clarklh - 行业分析报告
Dsge model-based forecasting
2 个回复 - 486 次查看
【作者(必填)】
Del Neg
ro, M., Scho
rfheide, F.,
【文题(必填)】
Dsge model-based fo
recasting
【年份(必填)】
2013
【全文链接或数据库名称(选填)】 In: Handbook of Economic Fo
recasting, vol. 2. Els ...
2019-7-11 02:22 - hartliu - 求助成功区
R code:one step ahead forecast
1 个回复 - 2551 次查看
1. Download f
rom Quandl the qua
rte
rly S&P 500 Index
ranging f
rom 1988.Q1 to 2013.Q4.[/backcolo
r]
2. Divide the se
ries into the in-sample estimation window (obse
rvations up to and includ-[/backcolo
r]
...
2014-9-15 08:21 - glclare - 悬赏大厅
Read this! Handbook of Economic Forecasting
110 个回复 - 10086 次查看
**** 本内容被作者隐藏 ****
Chapte
r 1Jon Faust
Johns Hopkins Unive
rsity
Jonathan H. W
right
Johns Hopkins Unive
rsity
Chapte
r 2
Ma
rco Del Neg
ro
Fede
ral Rese
rve Bank of New Yo
rk
F
rank Scho
rfheide
...
2015-6-11 02:44 - leosong - 量化投资
求这本书Forecasting: Methods and Applications, S. Makridakis, S.C. Wheelwrigh
5 个回复 - 2669 次查看
求这本书,Fo
recasting: Methods and Applications, S. Mak
ridakis, S.C. Wheelw
right, and R. Hyndman, John Wiley & Sons, Inc., New Yo
rk, NY, 3
rd edition, 1998. 很急很关键,有效再加
2016-3-30 01:41 - wd123456oo - 微观经济学
ARIMA模型的predict函数和forecast函数
0 个回复 - 4572 次查看
在使用a
rima建模时,需要注意:参数选择上p
redict必须起始时间在原始的数据及当中的,在下例中就是说2015必须在数据集里面,而2022不受限制,重点:预测值起始时间必须在原始数据当中p
re_data = a
rima.p
redict('2015 ...
2022-1-29 10:49 - 宽客老丁 - python论坛
Recent Advances in Time Series Forecasting
3 个回复 - 1319 次查看
Futu
re p
redictions a
re always a topic of inte
rest. P
recise estimates a
re c
rucial in many activities as fo
recasting e
rro
rs can lead to big financial loss. The sequential analysis of data and info
rmatio ...
2021-8-28 17:58 - fengyg - 量化投资