Forecasting Economic Time Series

DOI10.1017/CBO9780511599286zbMath0941.62103MaRDI QIDQ4705370

Michael P. Clements, David F. Hendry

Publication date: 20 December 1999

zbMATH Keywords

stationarityco-integrationforecast evaluationencompassingleading indicatorsARIMA processes

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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