 |
 |
 |
 |
 |
 |
|
 |
Forecasting Economic Time Series by Michael Clements, David Hendry, (1998) Publisher: Cambridge University Press ISBN: 0-521-63480-6 Pages:392 pages Price: £22.99+ p&p |
Contents Tables of Contents Book Order Form |
| Tables of Contents 1. An Introduction to Economic Forecasting 2. First Principles 3. Evaluating Forecast Accuracy 4. Forecasting in Univariate Processes 5. Monte Carlo Techniques 6. Forecasting in Co-Intergrated Systems 7. Forecasting with Large-Scale Macro-Econometric 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 |
|
||