کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5097488 | 1376592 | 2007 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Forecasting-looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Forecasting-looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam Forecasting-looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam](/preview/png/5097488.png)
چکیده انگلیسی
The first two influential books on economic forecasting are by Henri Theil [1961, second edition 1965. Economic Forecasts and Policy. North-Holland, Amsterdam] and by George Box and Gwilym Jenkins [1970. Time Series Analysis, Forecasting and Control. Holden Day, San Francisco]. Theil introduced advanced mathematical statistical techniques and considered a variety of types of data. Box and Jenkins introduced ARIMA models and how they are used to forecast. With these foundations, the field of economic forecasting has considered a wide range of techniques and models, wider and deeper information sets, longer horizons, and deeper questions including how to better evaluate all forecasts and how to disentangle a forecast, a policy, and the outcomes. Originally, forecasts were just for means (or expectations) then moved to variances, and now consider predictive distributions. Eventually, multivariate distributions will have to be considered, but evaluation will be difficult.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 138, Issue 1, May 2007, Pages 3-13
Journal: Journal of Econometrics - Volume 138, Issue 1, May 2007, Pages 3-13
نویسندگان
Clive W.J. Granger,