Forecasting Economic Time Series (Paperback) (ISBN-13: 9780521634809)

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.

Author: Michael Clements, David F. Hendry
ISBN-10: 0521634806
ISBN-13: 9780521634809
Publisher: Cambridge University Press
Language: English
Published: 10/08/1998
Pages: 392
Format: Paperback
Weight: 1.26lbs
Size: 8.97h x 6.03w x 0.94d