The Oxford handbook of economic forecasting
By: edited by Michael P. Clements and David F. Hendry
Publisher: Oxford University Press
Published: 2011
Place of publication: New York
Language: eng
Number of pages: 712
ISBN-13: 9780195398649
Subjects: Economic forecasting
Other titles: Economic forecasting
Description: Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.
Notes: Includes bibliographical references and index.