The Resource Forecasting economic time series, Michael P. Clements and David F. Hendry

Forecasting economic time series, Michael P. Clements and David F. Hendry

Label
Forecasting economic time series
Title
Forecasting economic time series
Statement of responsibility
Michael P. Clements and David F. Hendry
Creator
Contributor
Subject
Language
eng
Cataloging source
DLC
Dewey number
  • 330/.01/12
  • 330/.01/12
Illustrations
illustrations
Index
index present
LC call number
HB3730
LC item number
.C555 1998
Literary form
non fiction
Nature of contents
bibliography
Label
Forecasting economic time series, Michael P. Clements and David F. Hendry
Publication
Bibliography note
Includes bibliographical references (p. 339-358) and indexes
http://library.link/vocab/branchCode
  • zbnus
  • mel
  • glg
Contents
1. An introduction to forecasting -- 2. First principles -- 3. Evaluating forecast accuracy -- 4. Forecasting in univariate processes -- 5. Monte Carlo techniques -- 6. Forecasting in cointegrated systems -- 7. Forecasting with large-scale macroeconometric models -- 8. A theory of intercept corrections: beyond mechanistic forecasts -- 9. Forecasting using leading indicators -- 10. Combining forecasts -- 11. Multi-step estimation -- 12. Parsimony -- 13. Testing forecast accuracy -- 14. Postscript
Control code
000013625142
Dimensions
24 cm
Extent
xxi, 368 p.
Isbn
9780521634809
Isbn Type
(pbk.)
Lccn
97052674
Other physical details
ill.
http://library.link/vocab/recordID
.b1858732x
System control number
  • 3321700348031
  • (OCoLC)38132739

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
    • Deakin University Library - Melbourne Burwood CampusBorrow it
      221 Burwood Highway, Burwood, Victoria, 3125, AU
      -37.846510 145.115099
    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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