Forecasting Economic Time Series

by Michael Clements, David Hendry, Michael P. Clements

Book Overview

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, textbook analyses of forecasting. Consequently, Clements and Hendry are able to suggest ways in which existing forecasting practices can be improved,...

• Format: Paperback
• Language: English
• ISBN: 0521634806
• ISBN13: 9780521634809
• Release Date: November 1998
• Publisher: Cambridge University Press
• Length: 392 Pages
• Weight: 1.40 lbs.
• Dimensions: 0.9" x 6.0" x 9.0"