Evaluating econometric forecasts of economic and financial variables
by
 
Clements, Michael P.

Title
: 
Evaluating econometric forecasts of economic and financial variables

Author
: 
Clements, Michael P.

ISBN
: 
9781403941572
 
9781403941565

Personal Author
: 
Clements, Michael P.

Publication Information
: 
Houndmills, Basingstoke, Hampshire ; New York, N.Y. : Palgrave Macmillan, 2005.

Physical Description
: 
xiii, 173 p. ; 22 cm.

Series
: 
Palgrave texts in econometrics

Series Title
: 
Palgrave texts in econometrics

Contents
: 
1. Introduction -- 2. Point forecasts -- 3. Volatility forecasts -- 4. Interval forecasts -- 5. Density forecasts -- 6. Decision-based evaluation -- 7. Postscript -- 8. Computer code.

Subject Term
: 
Economic forecasting -- Econometric models -- Evaluation.


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168025514965330.015195 C626E 20051