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Viac informácií o knihe Forecasting Economic Time Series

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Anotácia knihy

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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Econometrics

• Celý názov: Forecasting Economic Time Series
• Autor: Michael ClementsDavid Hendry
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 392
• EAN: 9780521632423
• ISBN: 0521632420
• ID: 02038313
• Nakladateľ: Cambridge University Press
• Hmotnosť: 728 g
• Rozmery: 160 × 237 × 38 mm
• Dátum vydania: 08. October 1998

Obľúbené z iného súdka

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