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Probability forecasting: Concepts and analysis

Anthony Garratt, Kevin Lee, M. Hashem Pesaran, and Yongcheol Shin

in Global and National Macroeconometric Modelling: A Long-Run Structural Approach

Published in print:
2006
Published Online:
September 2006
ISBN:
9780199296859
eISBN:
9780191603853
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199296855.003.0007
Subject:
Economics and Finance, Econometrics

This chapter provides an introduction to the interpretation and estimation of probability forecasts, which is considered to be a particularly useful method for presenting forecasts and ... More


Bayesian Statistical Inference

Željko Ivezi, Andrew J. Connolly, Jacob T. VanderPlas, Alexander Gray, Željko Ivezi, Andrew J. Connolly, Jacob T. VanderPlas, and Alexander Gray

in Statistics, Data Mining, and Machine Learning in Astronomy: A Practical Python Guide for the Analysis of Survey Data

Published in print:
2014
Published Online:
October 2017
ISBN:
9780691151687
eISBN:
9781400848911
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691151687.003.0005
Subject:
Physics, Particle Physics / Astrophysics / Cosmology

This chapter introduces the most important aspects of Bayesian statistical inference and techniques for performing such calculations in practice. It first reviews the basic steps in Bayesian ... More


Reflecting Uncertainty in Cost-Effectiveness Analysis

Mark J. Sculpher, Anirban Basu, Karen M. Kuntz, and David O. Meltzer

in Cost-Effectiveness in Health and Medicine

Published in print:
2016
Published Online:
November 2016
ISBN:
9780190492939
eISBN:
9780190492960
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780190492939.003.0011
Subject:
Public Health and Epidemiology, Public Health

The key objective of uncertainty analysis is to support better decision making. Uncertainty analysis can help inform the standard decision options of “accept” or “reject,” but extend these options to ... More


Biomolecular Feedback Systems

Domitilla Del Vecchio and Richard M. Murray

Published in print:
2014
Published Online:
October 2017
ISBN:
9780691161532
eISBN:
9781400850501
Item type:
book
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691161532.001.0001
Subject:
Biology, Biochemistry / Molecular Biology

This book provides an accessible introduction to the principles and tools for modeling, analyzing, and synthesizing biomolecular systems. It begins with modeling tools such as reaction-rate ... More


Modern Portfolio Theory

Eric Jacquier

in Portfolio Theory and Management

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199829699
eISBN:
9780199979790
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199829699.003.0002
Subject:
Economics and Finance, Financial Economics

This chapter surveys modern portfolio theory, which is one of the most spectacular developments of finance in the last 50 years. It starts with the basic one-period setup under the assumption of ... More


More is not always better: Kalman filtering in dynamic factor models

Pilar Poncela and Esther Ruiz

in Unobserved Components and Time Series Econometrics

Published in print:
2015
Published Online:
January 2016
ISBN:
9780199683666
eISBN:
9780191763298
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199683666.003.0011
Subject:
Economics and Finance, Econometrics

For dynamic factor models the relationship between the mean square error of the Kalman filter estimator of the underlying factors and the number of variables in the model is established. It is shown ... More


Uncertainty in Structural and Institutional Parameters and the Cost of Policy Mistakes: A Computable General Equilibrium Evaluation

Omar Chisari, Gustavo Ferro, and Juan Pablo Vila Martínez

in Macroeconomics and Development: Roberto Frenkel and the Economics of Latin America

Published in print:
2016
Published Online:
September 2016
ISBN:
9780231175081
eISBN:
9780231541213
Item type:
chapter
Publisher:
Columbia University Press
DOI:
10.7312/columbia/9780231175081.003.0004
Subject:
Economics and Finance, Macro- and Monetary Economics

this chapter analyses the role of parameter uncertainty in the design of macroeconomic policy. The authors use a Computable General Equilibrium (CGE) model to evaluate the effects of policy ... More


Introduction to Forecasting

M. Hashem Pesaran

in Time Series and Panel Data Econometrics

Published in print:
2015
Published Online:
March 2016
ISBN:
9780198736912
eISBN:
9780191800504
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198736912.003.0017
Subject:
Economics and Finance, Econometrics

This chapter provides an introduction to the theory of forecasting and presents some applications to forecasting univariate processes. It begins with a discussion of alternative criteria of forecast ... More


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