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...
Cote: | Libro Electrónico |
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Auteur principal: | |
Autres auteurs: | |
Format: | Électronique eBook |
Langue: | Inglés |
Publié: |
Cambridge, MA :
MIT Press,
1999.
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Collection: | Zeuthen lecture book series.
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Sujets: | |
Accès en ligne: | Texto completo |
Table des matières:
- 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.