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Forecasting economic time series

Forecasting economic time series (5회 대출)

자료유형
단행본
개인저자
Clements, Michael P. Hendry, David F.
서명 / 저자사항
Forecasting economic time series / Michael P. Clements and David F. Hendry.
발행사항
Cambridge ;   New York :   Cambridge University Press ,   2000, c1998   (2004 digital printing)  
형태사항
xxi, 368 p. : ill. ; 24 cm.
ISBN
0521632420 (hardback) 0521634806 (pbk.) 9780521632423
서지주기
Includes bibliographical references (p. 339-358) and indexes.
일반주제명
Economic forecasting -- Econometric models. Econometrics. Microeconomics.
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010 ▼a 97052674
020 ▼a 0521632420 (hardback)
020 ▼a 0521634806 (pbk.)
020 ▼a 9780521632423
035 ▼a (KERIS)REF000006665142
040 ▼a DLC ▼c DLC ▼d DLC ▼d 211009
050 0 0 ▼a HB3730 ▼b .C555 1998
082 0 0 ▼a 330/.01/12 ▼2 22
090 ▼a 330.0112 ▼b C626c
100 1 ▼a Clements, Michael P.
245 1 4 ▼a Forecasting economic time series / ▼c Michael P. Clements and David F. Hendry.
260 ▼a Cambridge ; ▼a New York : ▼b Cambridge University Press , ▼c 2000, c1998 ▼g (2004 digital printing)
300 ▼a xxi, 368 p. : ▼b ill. ; ▼c 24 cm.
504 ▼a Includes bibliographical references (p. 339-358) and indexes.
650 0 ▼a Economic forecasting ▼x Econometric models.
650 0 ▼a Econometrics.
650 0 ▼a Microeconomics.
700 1 ▼a Hendry, David F.
945 ▼a KINS

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 과학도서관/Sci-Info(2층서고)/ 청구기호 330.0112 C626c 등록번호 121148720 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

1. An introduction to economic forecasting; 2. First principles; 3. Evaluating forecast accuracy; 4. Forecasting in univariate processes; 5. Monte Carlo techniques; 6. Forecasting in co-intergrated systems; 7. Forecasting with large-scale macro-econometric models; 8. A theory of intercept corrections: beyond mechanistic forecasts; 9. Forecasting using leading indicators; 10. Combining forecasts; 11. Multi-step estimation; 12. Parsimony; 13. Testing forecast accuracy; 14. Postscript.


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