Forecasting Non-stationary Economic Time Series
Download or Read eBook Forecasting Non-stationary Economic Time Series PDF written by Michael P. Clements and published by MIT Press. This book was released on 1999 with total page 398 pages. Available in PDF, EPUB and Kindle.
| Author | : Michael P. Clements |
| Publisher | : MIT Press |
| Total Pages | : 398 |
| Release | : 1999 |
| ISBN-10 | : 0262531895 |
| ISBN-13 | : 9780262531894 |
| Rating | : 4/5 (95 Downloads) |
Book Synopsis Forecasting Non-stationary Economic Time Series by : Michael P. Clements
Book excerpt: This text on economic forecasting asks why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventional approach to forecasting, it looks at the implications for causal modelling, presents forecast errors and delineates sources of failure.
