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Forecasting Economic Time Series by Michael Clements, David F. Hendry, David Hendry

Forecasting Economic Time Series

by Michael Clements , David F. Hendry , David Hendry
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Book cover type: Paperback
  • ISBN13: 9780521634809
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Cambridge University Press
  • Publisher Imprint: Cambridge University Press
  • Publication Date:
  • Pages: 392
  • Original Price: GBP 49.0
  • Language: English
  • Edition: N/A
  • Item Weight: 572 grams
  • BISAC Subject(s): Econometrics

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, as well as providing a rationale for some of the habitual practices of forecasters that have hitherto lacked a scientific foundation.

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