Oxford Handbook of Economic Forecasting

Date: 28 July 2011

This Handbook provides up-to-date coverage of both new developments and well-established fields in the sphere of economic forecasting. The chapters are written by world experts in their respective fields, and provide authoritative yet accessible accounts of the key concepts, subject matter and techniques in a number of diverse but related areas. It covers the ways in which the availability of ever more plentiful data and computational power have been used in forecasting, either in terms of the frequency of observations, the number of variables, or the use of multiple data vintages. Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained; the volume provides explanations and critiques of these developments.

David Hendry Michael P. Clements

Economic Modelling

Oxford Handbook of Economic Forecasting


Type: book

ISBN: 9780195398649

Clements, M.P. and Hendry, D.F. (2011) (eds) 'Oxford Handbook of Economic Forecasting'. Oxford University Press


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