Evaluating Econometric Forecasts of Economic and Financial Variables
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 concept
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Evaluating Econometric Forecasts of Economic and Financial Variables Michael P. Clements
Copyright material from www.palgraveconnect.com - licensed to University of Sydney - PalgraveConnect - 2013-07-07
Evaluating Econometric Forecasts of Economic and Financial Variables
10.1057/9780230596146 - Evaluating Econometric Forecasts of Economic and Financial Variables, Michael P. Clements
Palgrave Texts in Econometrics Series Editor: Kerry Patterson Titles include:
Michael P. Clements EVALUATING ECONOMETRIC FORECASTS OF ECONOMIC AND FINANCIAL VARIABLES Terence C. Mills MODELLING TRENDS AND CYCLES IN ECONOMIC TIME SERIES Kerry Patterson UNIT ROOTS IN ECONOMIC TIME SERIES Jan Podivinsky MODELLING VOLATILITY
Palgrave Texts in Econometrics Series Standing Order ISBN 1–4039–0172–4 Hardback Series Standing Order ISBN 1–4039–0173–2 Paperback (outside North America only) You can receive future titles in this series as they are published by placing a standing order. Please contact your bookseller or, in case of difficulty, write to us at the address below with your name and address, the title of the series and the ISBN quoted above. Customer Services Department, Macmillan Distribution Ltd, Houndmills, Basingstoke, Hampshire RG21 6XS, England
10.1057/9780230596146 - Evaluating Econometric Forecasts of Economic and Financial Variables, Michael P. Clements
Copyright material from www.palgraveconnect.com - licensed to University of Sydney - PalgraveConnect - 2013-07-07
Simon P. Burke MODELLING NON-STATIONARY ECONOMIC TIME SERIES
Michael P. Clements University of Warwick
10.1057/9780230596146 - Evaluating Econometric Forecasts of Economic and Financial Variables, Michael P. Clements
Copyright material from www.palgraveconnect.com - licensed to University of Sydney - PalgraveConnect - 2013-07-07
Evaluating Econometric Forecasts of Economic and Financial Variables
© Michael P. Clements 2005
No paragraph of this publication may be reproduced, copied or transmitted save with written permission or in accordance with the provisions of the Copyright, Designs and Patents Act 1988, or under the terms of any licence permitting limited copying issued by the Copyright Licensing Agency, 90 Tottenham Court Road, London W1T 4LP. Any person who does any unauthorized act in relation to this publication may be liable to criminal prosecution and civil claims for damages. The author has asserted his right to be identified as the author of this work in accordance with the Copyright, Designs and Patents Act 1988. First published in 2005 by PALGRAVE MACMILLAN Houndmills, Basingstoke, Hampshire RG21 6XS and
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