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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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Clements, Michael P.
Autres auteurs: Hendry, David F.
Format: Électronique eBook
Langue:Inglés
Publié: Cambridge, MA : MIT Press, 1999.
Collection:Zeuthen lecture book series.
Sujets:
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.
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.

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