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Mathematical statistics --- Time-series analysis --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Probabilities --- Time-series analysis.

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Econometrics --- Regression analysis --- Research --- AA / International- internationaal --- 305.970 --- 304.0 --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen --- Econometrics - Research --- Regression analysis - Research

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This book provides an introduction to the methods employed in forecasting the future state of the economy. It provides a comprehensive coverage of methods and applications in this fast-growing area and is intended for use in postgraduate and upper-level undergraduate courses. Part I outlines the available techniques, particularly those used in business forecasting and econometric forecasting. The state of the art in time series modelling is reviewed and includes a discussion of Box-Jenkins models, the vector autogressive approach and cointegration. Ways of combining forecasts are also examined in detail. Part II considers the most important applications of forecasting. Applications in microeconomics include demand and sales forecasting, the use of anticipations data, leading indicators and scenario analysis. In macroeconomics the emphasis is on why errors occur in forecasting asset market prices, including implications of the efficient markets hypothesis for foreign markets, stock market prices and commodity market prices. The book ends with a discussion of the appropriateness of various techniques, recent developments in forecasting, and the links between economic forecasting and government policy.

Economic forecasting --- 304.5 --- 305.970 --- 331.061 --- AA / International- internationaal --- Mathematical models --- Techniek van de statistische-econometrische voorspellingen. Prognose in de econometrie --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Economische vooruitzichten --- Business, Economy and Management --- Economics --- Mathematical models.

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Prévision, Théorie de la. --- Time-series analysis. --- Prévision, Théorie de la. --- Forecasting --- Methods. --- Prévision --- Mathematical models --- Modèles mathématiques --- Time-series analysis --- 303.6 --- 303.8 --- 304.5 --- AA / International- internationaal --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Mathematical statistics --- Probabilities --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference --- Econometrische behandeling van een onderwerp --- Techniek van de statistische-econometrische voorspellingen. Prognose in de econometrie --- Processus stochastiques --- Stochastic processes --- Probabilités. --- Séries chronologiques

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Prediction theory --- Time-series analysis --- Prévision, Théorie de la --- Série chronologique --- Estimation theory --- Business forecasting --- Statisticals methods --- AA / International- internationaal --- 304.5 --- 305.8 --- 305.1 --- 305.971 --- 305.0 --- 304.0 --- Techniek van de statistische-econometrische voorspellingen. Prognose in de econometrie. --- Econometrie van de investeringen, het gedrag van de onderneming. --- Lineaire en kwadratische programmatie. Operationeel onderzoek. --- Speciale gevallen in econometrische modelbouw. --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën. --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen. --- Prévision, Théorie de la --- Série chronologique --- Estimating techniques --- Least squares --- Mathematical statistics --- Stochastic processes --- Business --- Business forecasts --- Forecasting, Business --- Economic forecasting --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Probabilities --- Forecasting theory --- Statistical methods --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen --- Techniek van de statistische-econometrische voorspellingen. Prognose in de econometrie --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën --- Lineaire en kwadratische programmatie. Operationeel onderzoek --- Econometrie van de investeringen, het gedrag van de onderneming --- Speciale gevallen in econometrische modelbouw --- Forecasting --- Prediction theory. --- Estimation theory. --- Time-series analysis. --- Statistical methods. --- Mathematical models --- Business forecasting - Statisticals methods --- Business forecasting - Statistical methods. --- Modèle de prévision --- PREVISION --- COURT TERME --- ECONOMETRIE --- MODELES DE PREVISION