Forecasting Economic Time Series

✍ Michael Clements, David Hendry 📂 Library 📅 1998 🌐 English

David Hendry is one of the world's leading econometricians, and in this major new work he and Michael Clements provide an extended formal analysis of economic forecasting with econometric models: their analysis builds in many of the features of the real world that are often overlooked in traditional

📁 Forecasting Economic Time Series

✍ Michael Clements, David Hendry 📂 Library 📅 1998 🌐 English

David Hendry is one of the world's leading econometricians, and in this major new work he and Michael Clements provide an extended formal analysis of economic forecasting with econometric models: their analysis builds in many of the features of the real world that are often overlooked in traditional

Forecasting economic time series

📁 Forecasting economic time series

✍ Clements M.P., Hendry D.F. 📂 Library 📅 1998 🏛 CUP 🌐 English

Forecasting Economic Time Series

📁 Forecasting Economic Time Series

✍ C. W. J. Granger, Paul Newbold and Karl Shell (Auth.) 📂 Library 📅 1986 🏛 Elsevier Inc, Academic Press 🌐 English

This thoroughly revised second edition of an upper-level undergraduate/graduate text describes many major techniques of forecasting used in economics and business. This is the only time series book to concentrate on the forecasting of economic data and to cover such a broad range of topics. The key

Forecasting Non-Stationary Economic Time

📁 Forecasting Non-Stationary Economic Time Series

✍ Michael P. Clements, David F. Hendry 📂 Library 📅 1999 🏛 The MIT Press 🌐 English

Economies evolve and are subject to sudden shifts precipitated by legislative changes, economic policy, major discoveries, and political turmoil. Macroeconometric models are a very imperfect tool for forecasting this highly complicated and changing process. Ignoring these factors leads to a wide dis

Applied economic forecasting using time

📁 Applied economic forecasting using time series methods

✍ Ghysels, Eric; Marcellino, Massimiliano 📂 Library 📅 2018 🏛 Oxford University Press 🌐 English

Economic forecasting is a key ingredient of decision making in the public and private sectors. This book provides the necessary tools to solve real-world forecasting problems using time-series methods. It targets undergraduate and graduate students as well as researchers in public and private inst