Clements, Michael Paul

Forecasting economic time series / Michael P. Clements and David F. Hendry. - Cambridge : Cambridge University Press, 1998. - xxi, 368 páginas : ilustraciones, gráficas, tablas ; 23 cm.

Glosario : p. 335-337.

Incluye referencias bibliográficas (páginas 339-358) e índice.

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 Postcript – Glossary.

0521634806


Proyecciones económicas--Modelos econométricos

330.1 / C53f