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Forecasting Economic Time Series - Hardcover

 
9780521632423: Forecasting Economic Time Series

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An extended formal analysis of economic forecasting co-authored by one of the world's leading econometricians.

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9780521634809: Forecasting Economic Time Series

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ISBN 10:  0521634806 ISBN 13:  9780521634809
Publisher: Cambridge University Press, 2008
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Hendry, David, Clements, Michael
Published by Cambridge University Press, 1998
ISBN 10: 0521632420 ISBN 13: 9780521632423
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Clements, Michael; Hendry, David; Michael, Clements
Published by Cambridge University Press, 1998
ISBN 10: 0521632420 ISBN 13: 9780521632423
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Clements, Michael, Hendry, David
Published by Cambridge University Press, 1998
ISBN 10: 0521632420 ISBN 13: 9780521632423
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Clements, Michael P. & Hendry, David F.
ISBN 10: 0521632420 ISBN 13: 9780521632423
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Hardcover. Condition: As New with no dust jacket. ".provides a formal analysis of the modesl, procedures and measures of economic forecasting with a view to improving forecasting practice." 368 pages ; 6 1/8 x 9 1/4 ". Seller Inventory # 53564

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Clements, Michael; Hendry, David
Published by Cambridge University Press, 1998
ISBN 10: 0521632420 ISBN 13: 9780521632423
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Michael Clements
ISBN 10: 0521632420 ISBN 13: 9780521632423
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Hardcover. Condition: new. Hardcover. 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. 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, building in many of the features of the real world often overlooked in traditional analyses of forecasting. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521632423

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Michael Clements
Published by Cambridge University Press, 1998
ISBN 10: 0521632420 ISBN 13: 9780521632423
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Michael Clements/ David Hendry
Published by Cambridge Univ Pr, 1998
ISBN 10: 0521632420 ISBN 13: 9780521632423
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Hardcover. Condition: Brand New. 368 pages. 9.50x6.50x1.25 inches. In Stock. This item is printed on demand. Seller Inventory # __0521632420

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Clements, Michael; Hendry, David
Published by Cambridge University Press, 1998
ISBN 10: 0521632420 ISBN 13: 9780521632423
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Michael Clements Clements Michael Hendry David
Published by Cambridge University Press, 1998
ISBN 10: 0521632420 ISBN 13: 9780521632423
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Condition: New. Print on Demand pp. 392 9:B&W 6 x 9 in or 229 x 152 mm Case Laminate on Creme w/Gloss Lam. Seller Inventory # 7355912

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