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Forecasting Economic Time Series

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Title: Forecasting Economic Time Series
by Michael Clements, David Hendry
ISBN: 0-521-63480-6
Publisher: Cambridge University Press
Pub. Date: 08 October, 1998
Format: Paperback
Volumes: 1
List Price(USD): $32.00
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Average Customer Rating: 5 (1 review)

Customer Reviews

Rating: 5
Summary: Good strategies for macro economic forecasting
Comment: This is a unique text that treats economic time series forecasting with emphasis on the recent advances in econometric theory such as cointegration as well as other practical strategies such as combination forecasts. Usual text books do not have the breadth of coverage this one attempts, successfully, to achieve. In short, this one text replaces many books and papers on one's shelf.

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