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Forecasting Economic Time Series

  • Couverture cartonnée
  • 392 Nombre de pages
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This title provides an extended formal analysis of economic forecasting co-authored by one of the world's leading econometricians.... Lire la suite
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Description

This title provides an extended formal analysis of economic forecasting co-authored by one of the world's leading econometricians.

Résumé
David Hendry is one of the world's leading econometricians, and in this major new work he and Michael Clements provide an extended formal analysis of economic forecasting with econometric models, building in many of the features of the real world often overlooked in traditional analyses of forecasting.

Contenu

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.

Informations sur le produit

Titre: Forecasting Economic Time Series
Auteur:
Code EAN: 9780521634809
ISBN: 978-0-521-63480-9
Format: Couverture cartonnée
Editeur: Cambridge Univ Pr
Genre: Généralités et lexiques
nombre de pages: 392
Poids: 572g
Taille: H228mm x B153mm x T24mm
Année: 2004
Auflage: New

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