Forecasting Economic Time Series David F. Hendry, Michael Clements

David Hendry is one of the world"s leading econometricians, and in this major new work he and Michael Clements provide an extended formal analysis of economic forecasting with econometric models: their analysis builds in many of the features of the real world that are often overlooked in traditional, textbook analyses of forecasting. Consequently, Clements and Hendry are able to suggest ways in which existing forecasting practices can be improved, as well as providing a rationale for some of the habitualpractices of forecasters that have hitherto lacked a scientific foundation. Это и многое другое вы найдете в книге Forecasting Economic Time Series (Michael Clements, David F. Hendry)