9780521632423 - Forecasting Economic Time Series Hardback von Clements; Hendry (12 Ergebnisse)

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Hardcover. Zustand: new. Hardcover. This book provides a formal analysis of the models, procedures, and measures of economic forecasting with a view to improving forecasting practice. David Hendry and Michael Clements base the analyses on assumptions pertinent to the economies to be forecast, viz. a non-constant, evolving economic system, and econometric models whose form and structure are unknown a priori. The authors find that conclusions which can be established formally for constant-parameter stationary processes and correctly-specified models often do not hold when unrealistic assumptions are relaxed. Despite the difficulty of proceeding formally when models are mis-specified in unknown ways for non-stationary processes that are subject to structural breaks, Hendry and Clements show that significant insights can be gleaned. For example, a formal taxonomy of forecasting errors can be developed, the role of causal information clarified, intercept corrections re-established as a method for achieving robustness against forms of structural change, and measures of forecast accuracy re-interpreted. 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, building in many of the features of the real world often overlooked in traditional analyses of forecasting. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

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Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - An extended formal analysis of economic forecasting co-authored by one of the world's leading econometricians.

Hardcover. Zustand: new. Hardcover. This book provides a formal analysis of the models, procedures, and measures of economic forecasting with a view to improving forecasting practice. David Hendry and Michael Clements base the analyses on assumptions pertinent to the economies to be forecast, viz. a non-constant, evolving economic system, and econometric models whose form and structure are unknown a priori. The authors find that conclusions which can be established formally for constant-parameter stationary processes and correctly-specified models often do not hold when unrealistic assumptions are relaxed. Despite the difficulty of proceeding formally when models are mis-specified in unknown ways for non-stationary processes that are subject to structural breaks, Hendry and Clements show that significant insights can be gleaned. For example, a formal taxonomy of forecasting errors can be developed, the role of causal information clarified, intercept corrections re-established as a method for achieving robustness against forms of structural change, and measures of forecast accuracy re-interpreted. 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, building in many of the features of the real world often overlooked in traditional analyses of forecasting. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Hardcover. Zustand: new. Hardcover. This book provides a formal analysis of the models, procedures, and measures of economic forecasting with a view to improving forecasting practice. David Hendry and Michael Clements base the analyses on assumptions pertinent to the economies to be forecast, viz. a non-constant, evolving economic system, and econometric models whose form and structure are unknown a priori. The authors find that conclusions which can be established formally for constant-parameter stationary processes and correctly-specified models often do not hold when unrealistic assumptions are relaxed. Despite the difficulty of proceeding formally when models are mis-specified in unknown ways for non-stationary processes that are subject to structural breaks, Hendry and Clements show that significant insights can be gleaned. For example, a formal taxonomy of forecasting errors can be developed, the role of causal information clarified, intercept corrections re-established as a method for achieving robustness against forms of structural change, and measures of forecast accuracy re-interpreted. 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, building in many of the features of the real world often overlooked in traditional analyses of forecasting. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Hardcover. Zustand: Brand New. 368 pages. 9.50x6.50x1.25 inches. In Stock. This item is printed on demand.

Gebunden. Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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, building in many of the features of the real world often over.

Hardback. Zustand: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 770.

Zustand: New. Print on Demand pp. 392 9:B&W 6 x 9 in or 229 x 152 mm Case Laminate on Creme w/Gloss Lam.