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About this title Elements of Forecasting is a concise, modern survey of business and economics forecasting methods. Written by a leading expert on forecasting, it focuses on the core techniques of widest applicability and assumes only an elementary background in statistics. It is applications-oriented and illustrates all methods with detailed examples and case studies.
All the data analyzed is included on a disk packaged with the book -- Drives home the limits of forecasting through realistic examples in which not everything works perfectly "synopsis" may belong to another edition of this title.
About the Author: Francis X. He is a leader in forecasting, econometrics, risk management, quantitative finance, and macroeconomics, with extensive experience simultaneously in academic, corporate, and policy circles. Diebold has published more than one hundred articles and ten books and edited volumes. He has received widespread recognition for his work, including election to Fellowship in the Econometric Society, Sloan and Guggenheim Fellowships, and election to advisory and editorial boards of numerous leading journals, including Econometrica and Review of Economics and Statistics.
Diebold is equally active in corporate and policy affairs, and he is consulted regularly by financial firms, governments and multilateral organizations, worldwide. Diebold is a popular lecturer, both in the U. He has received several prizes for outstanding teaching.
Diebold received his B. He is married with three children and lives in Wayne, Pennsylvania. It is focused and comprehensive. The text is empirically oriented. It covers major issues of time-series econometrics at the undergraduate level. Including several comprehensive applications is a unique and outstanding feature of this book.
Coverage and organization of the book are excellent and focused on the student while giving many pointers and references to advanced material and even current research. Also, its nicely organized flow of the topics should be very accessible to many readers, which is the primary reason why I assigned this book to my students.
ISBN 13: 9780324359046
Scientific Contributions[ edit ] In predictive econometric modeling Diebold is best known for the "Diebold-Mariano test" for assessing point forecast accuracy,  methods for assessing density forecast conditional calibration,  and for his text, Elements of Forecasting. Where appropriate, incorporate items into the main body of the article. December Diebold, F. Diebold, F. Askanasi, R. Mendoza, D. Saravia and E.
Francis X. Diebold