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Cambridge University Press Forecasting Economic Time Series

Name: Forecasting Economic Time Series
Brand: Cambridge University Press
Price: 112.59 GBP
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Econometrics

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Description

This book provides a formal analysis of the models, procedures, and measures of economic forecasting with a view to improving forecasting practice. David Hendry and Michael Clements base the analyses on assumptions pertinent to the economies to be forecast, viz. a non-constant, evolving economic system, and econometric models whose form and structure are unknown a priori. The authors find that conclusions which can be established formally for constant-parameter stationary processes and correctly-specified models often do not hold when unrealistic assumptions are relaxed. Despite the difficulty of proceeding formally when models are mis-specified in unknown ways for non-stationary processes that are subject to structural breaks, Hendry and Clements show that significant insights can be gleaned. For example, a formal taxonomy of forecasting errors can be developed, the role of causal information clarified, intercept corrections re-established as a method for achieving robustness against forms of structural change, and measures of forecast accuracy re-interpreted.

Product Specifications

Brand: Cambridge University Press
Format: hardcover
ASIN: 0521632420
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 08 October 1998
Listed Since: 12 January 2007

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Cambridge University Press Forecasting Economic Time Series

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This is the most expensive it has ever been. Walk away.

Cambridge University Press Forecasting Economic Time Series

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Price Distribution

Price Analysis

Description

Product Specifications

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