Forecasting non-stationary economic time series /

"In their second book on economic forecasting, Michael P. Clements and David F. Hendry ask why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventional approach to economic forecasting, they look at the implications for causal modeli...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Clements, Michael P.
Otros Autores: Hendry, David F.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge, MA : MIT Press, 1999.
Colección:Zeuthen lecture book series.
Temas:
Time-series analysis.
Economic forecasting > Statistical methods.
Série chronologique.
Prévision économique > Méthodes statistiques.
BUSINESS & ECONOMICS > Econometrics.
BUSINESS & ECONOMICS > Statistics.
Tijdreeksen.
Prognoses.
Statistische methoden.
Social Sciences.
Statistics - General.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 1. Economic Forecasting
  • 2. Forecast Failure
  • 3. Deterministic Shifts
  • 4. Other Sources
  • 5. Differencing
  • 6. Intercept Corrections
  • 7. Modeling Consumers' Expenditure
  • 8. A Small UK Money Model
  • 9. Co-breaking
  • 10. Modeling Shifts
  • 11. A Wage-Price Model
  • 12. Postscript.

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