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

Von:

Clements, Michael P [aut]

Resource type: Ressourcentyp: Buch (Online)Buch (Online)Sprache: Englisch Reihen: Palgrave texts in econometricsVerlag: Houndmills, Basingstoke, Hampshire ; New York, N.Y : Palgrave Macmillan, 2005Beschreibung: Online-RessourceISBN:

9780230596146

Schlagwörter:

Genre/Form:

Bibliografie

Andere physische Formen: 9781403941565 | Erscheint auch als: 9781403941565 Druck-Ausgabe | Erscheint auch als: 9781403941572 Druck-Ausgabe | Erscheint auch als: 9781349520824 Druck-Ausgabe | Erscheint auch als: Evaluating econometric forecasts of economic and financial variables. Druck-Ausgabe 1. publ. Basingstoke [u.a.] : Palgrave Macmillan, 2005. XIII, 173 SDDC-Klassifikation:

330/.01/5195 22
330.015195 23

RVK: RVK: QH 330DOI: DOI: 10.1057/9780230596146Online-Ressourcen:

Zusammenfassung: Financial econometrics is one of the greatest on-going success stories of recent decades, as it has become one of the most active areas of research in econometrics. In this book, Michael Clements presents a clear and logical explanation of the key concepts and ideas of forecasts of economic and financial variables. He shows that forecasts of the single most likely outcome of an economic and financial variable are of limited value. Forecasts that provide more information on the expected likely ranges of outcomes are more relevant. This book provides a comprehensive treatment of the evaluation of different types of forecasts and draws out the parallels between the different approaches. It describes the methods of evaluating these more complex forecasts which provide a fuller description of the range of possible future outcomes.PPN: PPN: 1670083721Package identifier: Produktsigel: ZDB-2-PEF | ZDB-2-SEB | ZDB-2-SXEF | ZDB-1-PEO

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