Title Evaluating econometric forecasts of economic and financial variables / Michael P. Clements

Published Houndmills, Basingstoke, Hampshire ; New York, N.Y. : Palgrave Macmillan, 2005

Copies

Location	Call no.	Vol.	Availability
MELB	330.015195 Cle/Eef		AVAILABLE

Description xiii, 173 pages : illustrations ; 23 cm Series Palgrave texts in econometrics Palgrave texts in econometrics. Contents 1. Introduction -- 2. Point forecasts -- 3. Volatility forecasts -- 4. Interval forecasts -- 5. Density forecasts -- 6. Decision-based evaluation -- 7. Postscript -- 8. Computer code Bibliography Includes bibliographical references (pages 160-169) and index Subject Economic forecasting -- Mathematical models. Economic forecasting -- Econometric models -- Evaluation. LC no. 2004054893 ISBN 1403941564 cloth 1403941572 paperback

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