Forecasting Economic Time Series

Clements, Michael; Hendry, David

ISBN 10: 0521634806 / ISBN 13: 9780521634809

Editore: Cambridge University Press, 1998

Codice articolo 0521634806-3-35056755

Riassunto:

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

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

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Titolo: Forecasting Economic Time Series
Casa editrice: Cambridge University Press
Data di pubblicazione: 1998
Legatura: paperback
Condizione: Good