Evaluating Econometric Forecasts of Economic and Financial Variables

Evaluating Econometric Forecasts of Economic and Financial Variables

by M. Clements

Paperback(2005)

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Product Details

ISBN-13: 9781403941572
Publisher: Palgrave Macmillan UK
Publication date: 01/21/2005
Series: Palgrave Texts in Econometrics
Edition description: 2005
Pages: 173
Product dimensions: 5.51(w) x 8.50(h) x 0.02(d)

About the Author

MICHAEL P. CLEMENTS is an editor of the International Journal of Forecasting, and has co-authored two books on economic forecasting as well as a number of papers in scientific journals. With David F. Hendry he edited A Companion to Economic Forecasting.

Table of Contents

Introduction Point Forecasts Volatility Forecasts Interval Forecasts Density Forecasts Decision-based Evaluation Postscript Computer Code References

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