Forecasting Economic Time Series - Brossura

Clements/Hendry

Brossura

ISBN 10: 0521634806 ISBN 13: 9780521634809

Casa editrice: Cambridge University Press, 2008

Riassunto

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

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Recensione

'Perhaps one of the most appealing features of the book is the systematic way in which it outlines and uncovers problems in forecasting, lays out possible solutions, and uses Monte Carlo, theoretical and empirical evidence to assess the potential solutions. Another appealing feature is that beginning researchers who are generally interested in serious (empirical) scientific investigation can learn much from noting how Clements and Hendry uncover, assess, and examine important issues in the area of economic forecasting. A third feature worth noting is the plethora of insightful and detailed empirical and Monte Carlo evidence. Forecasting Economic Time Series not only elucidates in detailed fashion how to construct macroeconomic forecasts, but also contains many hints on how to construct good macroeconomic forecasts. This makes it a must for forecasters' Journal of the American Statistical Association

Descrizione del libro

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.

Dettagli dell?edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2008
• Lingua: Inglese
• ISBN 10: 0521634806
• ISBN 13: 9780521634809
• Rilegatura: Copertina flessibile
• Numero di pagine: 392
• Contatto del produttore: non disponibile
• Persona responsabile: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; Francia