6 1/2 X 9 7/16 in Part 1. Forecasting methodology.
1. Bayes ian forecasting (J. Geweke, C. Whiteman).

2. Forecasti ng and decision theory (C.W.J.Granger, M.J. Machina).

3. Forecast evaluation (K.D. West).

4. Forecast combin ations (A. Timmermann).

5. Predictive density evaluati on (V. Corradi, N.R. Swanson).

Part 2. Forecast ing models.
6. Forecasting with VARMA models (H. Lutkepohl).

7. Forecasting with unobserved components t ime series models (A. Harvey).

8. Forecasting economic variables with nonlinear models (T. Terasvirta).

9. App roximate nonlinear forecasting models (H. White).

Part 3. Forecasting with different data structures.
10. Forecasting with many predictors (J.H. Stock, M.W. Watson).< BR>
11. Forecasting with trending data (G. Elliott).
12. Forecasting with breaks (M.P. Clements, D.F. Hendry).
13. Forecasting seasonal time series (E. Ghysels, D.R. O