"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...

Hamilton (2018) argues that one should never use the Hodrick-Prescott (HP) filter to detrend economic time series and proposes an alternative approach. This comment reconsiders Hamilton's case against the HP filter, emphasizing two simple points. First, in the empirical example Hamilton...

A comprehensive look at the tools and techniques used in quantitative equity management Some books attempt to extend portfolio theory, but the real issue today relates to the practical implementation of the theory introduced by Harry Markowitz and others who followed. The purpose of this book is...

Cover -- Half-title -- Series-title -- Title -- Copyright -- Dedication -- Contents -- List of Figures -- List of Tables -- Preface -- CHAPTER 1 Introduction -- 1.1 Poisson Distribution -- 1.1.1 Poisson as the "Law of Rare Events" -- 1.1.2 Poisson Process -- 1.1.3 Waiting Time Distributions --...

1. Introduction 2 -- Start using Gretl and R 3 -- Basic Material 4 -- Hypothesis testing 5 -- Simple linear regression 6 -- Multiple regression 7 -- Regression using dummy variables 8 -- Non linear models 9 -- Time series analysis 10 -- Other statistical tools.