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.