"This title provides many of the most important and though-provoking articles by the leading business forecasting practitioners and academics. It exposes the reader to many of the best minds (and most provocative ideas) in the forecasting profession, with thorough referencing to related material...

Intro -- Praise -- Series -- Title page -- Copyright -- Foreword -- Preface -- Chapter 1 Fundamental Considerations in Business Forecasting -- 1.1 Getting Real about Uncertainty -- 1.2 What Demand Planners Can Learn from the Stock Market -- 1.3 Toward a More Precise Definition of Forecastability...

This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical...

Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.