Unpredictability in Economic Analyis, Econometric Modelling and Forecasting.

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...

書誌詳細
第一著者:	Hendry, D
フォーマット:	Working paper
言語:	English
出版事項:	Department of Economics (University of Oxford) 2011

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