The Oxford Handbook of Economic Forecasting

Released on by Michael P. Clements
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  • The Oxford Handbook of Economic Forecasting Book Detail

  • Author : Michael P. Clements
  • Release Date : 2011-07-08
  • Publisher : OUP USA
  • Genre : Business & Economics
  • Pages : 732
  • ISBN 13 : 0195398645
  • File Size : 24,24 MB
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The Oxford Handbook of Economic Forecasting by Michael P. Clements PDF Summary

Book 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.

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The Oxford Handbook of Economic Forecasting

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Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be ente

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This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian

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In this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an ove