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100 1 $aClements, Michael P.
245 10 $aForecasting non-stationary economic time series /$cMichael P. Clements and David F. Hendry.
260 $aCambridge, MA :$bMIT Press,$c1999.
300 $a1 online resource.
336 $atext$btxt$2rdacontent
337 $acomputer$bc$2rdamedia
338 $aonline resource$bcr$2rdacarrier
347 $adata file$2rda
490 1 $aZeuthen lecture book series
504 $aIncludes bibliographical references and index.
505 0 $a1. Economic Forecasting -- 2. Forecast Failure -- 3. Deterministic Shifts -- 4. Other Sources -- 5. Differencing -- 6. Intercept Corrections -- 7. Modeling Consumers' Expenditure -- 8. A Small UK Money Model -- 9. Co-breaking -- 10. Modeling Shifts -- 11. A Wage-Price Model -- 12. Postscript.
520 1 $a"In their second book on economic forecasting, Michael P. Clements and David F. Hendry ask why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventional approach to economic forecasting, they look at the implications for causal modeling, present a taxonomy of forecast errors, and delineate the sources of forecast failure. They show that forecast-period shifts in deterministic factors - interacting with model misspecification, collinearity, and inconsistent estimation - are the dominant source of systematic failure. They then consider various approaches for avoiding systematic forecasting errors, including intercept corrections, differencing, co-breaking, and modeling regime shifts; they emphasize the distinction between equilibrium correction (based on cointegration) and error correction (automatically offsetting past errors). Finally, they present three applications to test the implications of their framework. Their results on forecasting have wider implications for the conduct of empirical econometric research, model formulation, the testing of economic hypotheses, and model-based policy analyses."--Jacket.
588 0 $aPrint version record.
546 $aEnglish.
650 0 $aTime-series analysis.
650 0 $aEconomic forecasting$xStatistical methods.
650 6 $aSérie chronologique.
650 6 $aPrévision économique$xMéthodes statistiques.
650 7 $aBUSINESS & ECONOMICS$xEconometrics.$2bisacsh
650 7 $aBUSINESS & ECONOMICS$xStatistics.$2bisacsh
650 7 $aEconomic forecasting$xStatistical methods.$2fast$0(OCoLC)fst00901957
650 7 $aTime-series analysis.$2fast$0(OCoLC)fst01151190
650 17 $aTijdreeksen.$2gtt
650 17 $aPrognoses.$2gtt
650 17 $aStatistische methoden.$2gtt
650 7 $aSocial Sciences.$2hilcc
650 7 $aStatistics - General.$2hilcc
655 0 $aElectronic books.
655 4 $aElectronic books.
700 1 $aHendry, David F.
776 08 $iPrint version:$aClements, Michael P.$tForecasting non-stationary economic time series.$dCambridge, MA : MIT Press, 1999$z0262032724$w(DLC) 99022998$w(OCoLC)41039851
830 0 $aZeuthen lecture book series.
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