Econometric forecasting and high-frequency data analysis / Mariano, Roberto S.

Cointegration, causality, and forecasting : a Festschrift in honour of Clive W. J. Granger / Engle

Volatility: The Arch and Garch Models -- Economic Forecasting with Arima and VAR Models -- Panel Data

/ Recent developments in density forecasting / Investigating economic trends and cycles / Economic cycles

activity in forecasting downside risk / Lidia Sanchis-Marco and Antonio Rubia -- Portfolio selection with

-- Simultaneous equations -- Forecasting -- Experimental and panel data -- Statistical principles.

-- 20. Forecasting -- 21. Robust Estimation -- 22. Applied Econometrics -- 23. Computational

finance -- Modeling univariate time series -- Approaches to ARIMA modeling and forecasting

concepts -- Time series econometrics : forecasting.

Economic forecasting -- Econometric models.

Variable Techniques. Ch. 14. Simultaneous Equations. Ch. 15. Forecasting.