Unpredictability in Economic Analyis, Econometric Modelling and Forecasting.
Unpredictability arises from intrinsic stochastic variation, unexpected instances of outliers, and unanticipated extrinsic shifts of distributions. We analyze their properties, relationships, and different effects on the three arenas in the title, which suggests considering three associated informa...
Autor principal: | Hendry, D |
---|---|
Format: | Working paper |
Idioma: | English |
Publicat: |
Department of Economics (University of Oxford)
2011
|
Ítems similars
-
Unpredictability in economic analysis, econometric modelling and forecasting
per: Hendry, D
Publicat: (2011) -
Unpredictability in economic analysis, econometric modeling and forecasting
per: Hendry, DF, et al.
Publicat: (2014) -
Unpredictability and the Foundations of Economic Forecasting.
per: Hendry, D
Publicat: (2004) -
Farm economic analyis of walnut production
per: F. Apáti
Publicat: (2014-04-01) -
Can Econometrics Improve Economic Forecasting?
per: Hendry, D, et al.
Publicat: (1994)