This book focuses on in-depth treatment of predictive econometric models. The most important content is as follows: - "Conditional Mean Models" - "Specify Conditional Mean Models Using ARIMA" - "Autoregressive Model" - "AR Model Specifications" - "Moving Average Model" - "MA Model Specifications" - "Autoregressive Moving Average Model" - "ARMA Model Specifications" - "ARIMA Model Specifications" - "Multiplicative ARIMA Model" - "Multiplicative ARIMA Model Specifications" - "ARIMA Model Including Exogenous Covariates" - "ARIMAX Model Specifications" - "Impulse Response Function" - "Box-Jenkins Differencing vs. ARIMA Estimation" - "Monte Carlo Simulation of Conditional Mean Models" - "Monte Carlo Forecasting of Conditional Mean Models " - "MMSE Forecasting of Conditional Mean Models" - "Parametric Regression Analysis" - "Linear Regression with Interaction Effects" - "Linear Regression Output and Diagnostic Statistics" - "Stepwise Regression" - "Robust Regression" - "Ridge Regression" - "Partial Least Squares PLS" - "Generalized Linear Models" - "Poissin Regression" - "Logistic Regression" - "Probit Regression" - "Nonlinear Regression"
This book focuses on in-depth treatment of predictive econometric models. The most important content is as follows: - "Conditional Mean Models" - "Specify Conditional Mean Models Using ARIMA" - "Autoregressive Model" - "AR Model Specifications" - "Moving Average Model" - "MA Model Specifications" - "Autoregressive Moving Average Model" - "ARMA Model Specifications" - "ARIMA Model Specifications" - "Multiplicative ARIMA Model" - "Multiplicative ARIMA Model Specifications" - "ARIMA Model Including Exogenous Covariates" - "ARIMAX Model Specifications" - "Impulse Response Function" - "Box-Jenkins Differencing vs. ARIMA Estimation" - "Monte Carlo Simulation of Conditional Mean Models" - "Monte Carlo Forecasting of Conditional Mean Models " - "MMSE Forecasting of Conditional Mean Models" - "Parametric Regression Analysis" - "Linear Regression with Interaction Effects" - "Linear Regression Output and Diagnostic Statistics" - "Stepwise Regression" - "Robust Regression" - "Ridge Regression" - "Partial Least Squares PLS" - "Generalized Linear Models" - "Poissin Regression" - "Logistic Regression" - "Probit Regression" - "Nonlinear Regression"