: Provides practical tools for improving forecast accuracy and managing communication challenges.
– This volume dives into the practical side of forecasting, examining the objectives and strategies of professional forecasters. Key topics include prediction markets, exchange rate forecasting from an investor's perspective, and variable selection in predictive regressions. Key Features & Contributions
The is a definitive resource for economists, published by Elsevier/North-Holland . Edited by Graham Elliott and Allan Timmermann, this two-volume set builds on the foundation of Volume 1 (2006) to address modern complexities in econometric modeling and financial planning. Core Focus Areas
: The handbook addresses 21st-century developments, including data observed at mixed frequencies, high-frequency data, and methods for forecasting during structural breaks (like the Great Recession).