Forecasting non-stationary economic time series

Addresses the problems confronting forecasting in economies subject to structural breaks. Discusses economic forecasting and provides a taxonomy of the sources of forecast failure. Explores the role of unmodeled shifts in parameters as a source of misprediction and considers other potential sources...

Täydet tiedot

Bibliografiset tiedot
Päätekijät: Clements, M, Hendry, D
Aineistotyyppi: Kirja
Kieli:English
Julkaistu: MIT Press 1999