Del i serien SAGE Benchmarks in Social Research Methods
Forecasting
Inbunden, Engelska, 2011
14 679 kr
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Forecasting has long been a core activity involving most if not all organizations. However, it is only relatively recently that it has become an area of intensive research. The earliest research was based in the core quantitative disciplines of statistics and econometrics. However, prior to 1981 there were relatively few articles whose primary focus was forecasting but with the founding of, first the Journal of Forecasting and then, in 1985, the International Journal of Forecasting, the field rapidly developed its own methodological perspectives. At its heart forecasting is concerned with evaluating alternative approaches to particular forecasting problems. Parts One and Two cover the core methodologies of forecasting. Part Three examines the evaluation of different forecasting methods and how to choose between them. Part Four includes studies that are specific to particular problem areas.
Produktinformation
- Utgivningsdatum2011-06-22
- Mått156 x 234 x undefined mm
- Vikt3 940 g
- FormatInbunden
- SpråkEngelska
- SerieSAGE Benchmarks in Social Research Methods
- Antal sidor2 104
- Upplaga1
- FörlagSAGE Publications
- ISBN9781848607828
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- VOLUME 1PART ONE: SMOOTHING PHILOSOPHYExponential Smoothing: The State of the Art - Everette GardnerExponential Smoothing With an Adaptive Response Rate - D.W. Trigg and A.G. LeachForecasting Trends in Time Series - Everette Gardner and Ed McKenzieIntegration with Statistical ApproachesA New Approach to Linear Filtering and Prediction Problems - Rudolf KalmanUnderstanding the Kalman Filter - Richard Meinhold and Nozer SingpurwallaBayesian Forecasting - P.J. Harrison and C.F. StevensA Unified View of Statistical Forecasting Procedures - Andrew HarveyEstimation and Prediction for a Class of Dynamic Nonlinear Statistical Models - Keith Ord, Anne Koehler and Ralph SnyderUnivariate Analyses of Time SeriesAutoregressive Integrated Moving Average ModelsBox-Jenkins Seasonal Forecasting: Problems in a Case Study with Discussion - Chris Chatfield and David ProtheroOutliers, Level Shifts, and Variance Changes in Time Series - Ruey TsayUnit Root TestingDistribution of the Estimators for Autoregressive Time Series with a Unit Root - David Dickey and Wayne FullerTrends and Random-Walks in Macroeconomic Time Series: Some Evidence and Implications - Charles Nelson and Charles PlosserTesting the Null Hypothesis of Stationarity against the Alternative of a Unit Root: How Sure Are We that Economic Time Series have a Unit Root? - Denis Kwiatkowski, Peter Phillips, Peter Schmidt and YongcheolEfficient Tests for an Autoregressive Unit Root - Graham Elliott, Thomas Rothenberg and James StockVOLUME 2Psychologically-Based ApproachesFormalising JudgmentThe Delphi Technique as a Forecasting Tool: Issues and Analysis - Gene Rowe and George WrightUsing Segmentation to Improve Sales Forecasts based on Purchase Intent: Which "Intenders" Actually Buy? - Vicki Morwitz and David SchmittleinBootstrapping (Judgmental Meaning)Clinical Versus Actuarial Judgment - Robyn Dawes, David Faust and Paul MeehlHeuristics and Biases in ForecastingTimid Choices and Bold Forecasts: A Cognitive Perspective on Risk-Taking - Daniel Kahneman and Dan LovalloJudgment under Uncertainty: Heuristics and Biases - Amos Tversky and Daniel KahnemanInteraction of Judgmental and Statistical Forecasting Methods: Issues and Analysis - Derek Bunn and George WrightImproving JudgmentDatabase Models and Managerial Intuition - 50% Model + 50% Manager - Robert Blattberg and Stephen HochTaking Advice: Accepting Help, Improving Judgment, and Sharing Responsibility - Nigel Harvey and Ilan FischerThe Accuracy of Combining Judgmental and Statistical Forecasts - Michael Lawrence, Robert Edmundson and Marcus O′ConnorPART TWO: ECONOMETRICS: INTRODUCTIONCommentary on the State of the ArtEconometrics: Alchemy or Science? - David HendryCan We Improve the Perceived Quality of Economic Forecasts? - Clive GrangerVector AutoregressionsForecasting With Bayesian Vector Autoregressions: Five Years of Experience - Robert LittermanCointegration (Merging of TS and Econometrics?)Spurious Regressions in Econometrics - Clive Granger and Paul NewboldEconometric Modeling of the Aggregate Time Series Relationship between Consumers′ Expenditure and Income in the UK - James Davidson, David Hendry, Frank Srba and Stephen YeoCointegration and Error Correction: Representation, Estimation, and Testing - Robert Engle and Clive GrangerMaximum Likelihood Estimation and Inference on Cointegration - With Applications to the Demand for Money - Soren Johansen and Katarina JuseliusVOLUME THREEComputer-Intensive MethodsHow Effective Are Neural Networks at Forecasting and Prediction? A Review and Evaluation - Monica Adya and Fred CollopySome Recent Developments in Nonlinear Time-Series Modeling, Testing, and Forecasting - Jan Degooijer and Kuldeep KumarForecasting With Artificial Neural Networks: The State of the Art - Guoqiang Zhang, B. Eddy Patuwo and Michael HuNeural Network Models for Time Series Forecasts - Tim Hill, Marcus O′ Connor and William RemusNeural Networks for Short-Term Load Forecasting: A Review and Evaluation - Henrique Steinherz Hippert, Carlos Eduardo Pedreira and Reinaldo Castro SouzaMeasurement of Forecast ErrorsEvaluation of Extrapolative Forecasting Methods: Results of a Survey of Academicians and Practitioners - Robert Carbone and J. Scott ArmstrongError Measures for Generalizing About Forecasting Methods: Empirical Comparisons - J. Scott Armstrong and Fred CollopyDiagnostic Verification of Probability Forecasts - Allan Murphy and Robert WinklerComparing and SelectingComparing Predictive Accuracy - Francis Diebold and Roberto MarianoPart ThreeForecasting CompetitionsA Comparison of Forecasting Techniques on Economic Time Series - David ReidExperience with Forecasting Univariate Time Series and the Combination of Forecasts - Paul Newbold and Clive GrangerThe Accuracy of Extrapolation (Time-Series) Methods - Results of a Forecasting Competition - Spyros Makridakis et al The Impact of Empirical Accuracy Studies On Time-Series Analysis and Forecasting - Robert Fildes & Spyros MakridakisEmpirical Exchange Rate Models of the Seventies: Do They Fit Out of Sample? - Richard Meese and Kenneth RogoffVOLUME 4Combining and EncompassingThe Combination of Forecasts - John Bates and Clive GrangerCombining Forecasts: A Review and Annotated-Bibliography - Robert ClemenImproved Methods of Combining Forecasts - Clive Granger and R. RamanathanEconometric Evaluation of Linear Macro-Economic Models - Yock Chong and David HendryForecasting DistributionsCalculating Interval Forecasts - Chris ChatfieldAutoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation - Robert EngleModeling and Forecasting Realized Volatility - Torben Andersen, Tim Bollerslev, Francis Diebold and Paul LabysForecasting Volatility in Financial Markets: A Review - Ser-Huang Poon and Clive GrangerForecasting PracticeFamiliarity, Application, and Performance of Sales Forecasting Techniques - John Mentzer and James CoxSales Forecasting Practices: Results from a United States Survey - Douglas DalrympleThe Organization and Improvement of Market Forecasting - Robert Fildes and Robert HastingsPlanning and StrategyForecasting and Planning: An Evaluation - Robin Hogarth and Spyros MakridakisWhen and How to Use Scenario Planning: A Heuristic Approach with Illustration - Paul SchoemakerPart FourOperationsForecasting and Stock Control for Intermittent Demand - J.D. CrostonForecasting Systems for Production and Inventory Control - Robert Fildes and Charles BeardQuantifying the Bullwhip Effect in a Simple Supply Chain: The Impact of Forecasting, Lead Times, and Information - Frank Chen, Zvi Drezner, Jennifer Ryan and David Simchi-LeviVOLUME 5MarketingA New Product Growth Model for Consumer Durables - Frank BassForecasting New Product Penetration with Flexible Substitution Patterns - David Brownstone and Kenneth TrainModeling Consumer Choice among SKUs - Peter Fader and Bruce HardiePremarket Forecasting Really New Products - Glen Urban, Bruce Weinberg and John HauserTechnology ForecastingA Diffusion Theory Model of Adoption and Substitution for Successive Generations of High-Technology Products - John Norton and Frank BassMacroeconomic ForecastingIntroduction to Leading Economic Indicators: New Approaches and Forecasting Records - Kajal Lahiri and Geoffrey MooreForecasting Accuracy of Alternative Techniques: A Comparison of United-States Macroeconomic Forecasts - S.K. McNeesForecasting Output with the Composite Leading Index: A Real-Time Analysis - Francis Diebold and Glenn RudebuschMacroeconomic Forecasting: A Survey - Kenneth WallisMacroeconomic Forecasting Using Diffusion Indexes - James Stock and Mark WatsonRational Expectations and Macroeconomic Forecasts - V. ZarnowitzBayesian and Non-Bayesian Methods for Combining Models and Forecasts with Applications to Forecasting International Growth Rates - Chung-ki Min and Arnold ZellnerAccounting and FinanceA Survey of Credit and Behavioural Scoring: Forecasting Financial Risk of Lending to Consumers - Lyn ThomasFinancial Ratios, Discriminant Analysis and Prediction of Corporate Bankruptcy - Edward AltmanBankruptcy Prediction Using Neural Networks - Rick Wilson and Ramesh ShardaPredictability of Stock Returns: Robustness and Economic Significance - M. Hashem Pesaran and Allan TimmermannAnalysts Forecasts as Earnings Expectations - Patricia O′Brien
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