Michael Clements, David Hendry, Clements Michael

Forecasting Economic Time Series

• Gebundenes Buch

Produktbeschreibung

An extended formal analysis of economic forecasting co-authored by one of the world's leading econometricians.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 392
• Erscheinungstermin: 3. Februar 2005
• Englisch
• Abmessung: 235mm x 157mm x 28mm
• Gewicht: 787g
• ISBN-13: 9780521632423
• ISBN-10: 0521632420
• Artikelnr.: 22455111

Inhaltsangabe

1. An introduction to economic forecasting
2. First principles
3. Evaluating forecast accuracy
4. Forecasting in univariate processes
5. Monte Carlo techniques
6. Forecasting in co-intergrated systems
7. Forecasting with large-scale macro-econometric models
8. A theory of intercept corrections: beyond mechanistic forecasts
9. Forecasting using leading indicators
10. Combining forecasts
11. Multi-step estimation
12. Parsimony
13. Testing forecast accuracy
14. Postscript.