Forecasting Economic Time Series
Title | Forecasting Economic Time Series PDF eBook |
Author | Michael Clements |
Publisher | Cambridge University Press |
Total Pages | 402 |
Release | 1998-10-08 |
Genre | Business & Economics |
ISBN | 9780521634809 |
This book provides a formal analysis of the models, procedures, and measures of economic forecasting with a view to improving forecasting practice. David Hendry and Michael Clements base the analyses on assumptions pertinent to the economies to be forecast, viz. a non-constant, evolving economic system, and econometric models whose form and structure are unknown a priori. The authors find that conclusions which can be established formally for constant-parameter stationary processes and correctly-specified models often do not hold when unrealistic assumptions are relaxed. Despite the difficulty of proceeding formally when models are mis-specified in unknown ways for non-stationary processes that are subject to structural breaks, Hendry and Clements show that significant insights can be gleaned. For example, a formal taxonomy of forecasting errors can be developed, the role of causal information clarified, intercept corrections re-established as a method for achieving robustness against forms of structural change, and measures of forecast accuracy re-interpreted.
Economic Time Series
Title | Economic Time Series PDF eBook |
Author | William R. Bell |
Publisher | CRC Press |
Total Pages | 544 |
Release | 2018-11-14 |
Genre | Mathematics |
ISBN | 1439846588 |
Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals. This compilation of 21 chapters showcases the cross-fertilization between the fields of time s
Entrepreneurship in South America
Title | Entrepreneurship in South America PDF eBook |
Author | Léo-Paul Dana |
Publisher | Springer Nature |
Total Pages | 258 |
Release | 2022-06-22 |
Genre | Business & Economics |
ISBN | 3030970604 |
This book reveals a variety of issues facing entrepreneurs, SMEs, and entrepreneurship development across South America. The authors recognize that when it comes to entrepreneurship, not one size fits all. Therefore, this book has been designed to help business students understand the context of the enterprise. It highlights how countries differ in their scope of entrepreneurship, and how entrepreneurs are impacted by these differences. Each chapter is dedicated to a respective country and describes the status quo, challenges and prospects for entrepreneurship there. Specifically, the book helps students understand the nature of entrepreneurship in Argentina, Bolivia, Chile, Colombia, Ecuador, French Guiana, Guyana, Paraguay, Peru, Surinam, Uruguay and Venezuela.
Macroeconomic Inequality from Reagan to Trump
Title | Macroeconomic Inequality from Reagan to Trump PDF eBook |
Author | Lance Taylor |
Publisher | Cambridge University Press |
Total Pages | 145 |
Release | 2020-08-20 |
Genre | Business & Economics |
ISBN | 1108494633 |
An innovative approach to measuring inequality providing the first full integration of distributional and macro level data for the US.
Forecasting Non-stationary Economic Time Series
Title | Forecasting Non-stationary Economic Time Series PDF eBook |
Author | Michael P. Clements |
Publisher | MIT Press |
Total Pages | 398 |
Release | 1999 |
Genre | Business & Economics |
ISBN | 9780262531894 |
This text on economic forecasting asks why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventional approach to forecasting, it looks at the implications for causal modelling, presents forecast errors and delineates sources of failure.
Modelling Trends and Cycles in Economic Time Series
Title | Modelling Trends and Cycles in Economic Time Series PDF eBook |
Author | T. Mills |
Publisher | Springer |
Total Pages | 178 |
Release | 2003-05-15 |
Genre | Business & Economics |
ISBN | 0230595529 |
Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. Terence Mills introduces these various approaches to allow students and researchers to appreciate the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.
Economic Series
Title | Economic Series PDF eBook |
Author | United States. Bureau of Foreign and Domestic Commerce |
Publisher | |
Total Pages | 46 |
Release | 1943 |
Genre | Commerce |
ISBN |