| 000 -LEADER |
|---|
| fixed length control field |
01845nam a2200253Ia 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
DE-boiza |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20200115112251.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
191008 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
978-0-521-63480-9 |
| 040 ## - CATALOGING SOURCE |
|---|
| Transcribing agency |
IZA |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Clements, Michael |
| 9 (RLIN) |
3822 |
|
|---|
| Personal name |
Hendry, David |
| 9 (RLIN) |
3356 |
| 245 #0 - TITLE STATEMENT |
|---|
| Title |
Forecasting Economic Time Series |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Date of publication, distribution, etc. |
1998 |
| Name of publisher, distributor, etc. |
Cambridge University Press, |
| Place of publication, distribution, etc. |
Cambridge, |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
368 pages |
| 340 ## - PHYSICAL MEDIUM |
|---|
| Location within medium |
C5 01 |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
forecasting |
| 9 (RLIN) |
5472 |
|
|---|
| Topical term or geographic name entry element |
time series |
| 9 (RLIN) |
3358 |
|
|---|
| Topical term or geographic name entry element |
Monte Carlo techniques |
| 9 (RLIN) |
6438 |
|
|---|
| Topical term or geographic name entry element |
macroeconometric models |
| 9 (RLIN) |
6439 |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://www.cambridge.org/core/books/forecasting-economic-time-series/E760D839B4D447FF475373ED848583E7#fndtn-contents">https://www.cambridge.org/core/books/forecasting-economic-time-series/E760D839B4D447FF475373ED848583E7#fndtn-contents</a> |
| Link text |
Publisher's website |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Monography |
| Source of classification or shelving scheme |
|
