Clements, Michael P.
Evaluating Econometric Forecasts of Economic and Financial Variables
Table of contents
1. Introduction
Michael P. Clements
2. Point Forecasts
Michael P. Clements
3. Volatility Forecasts
Michael P. Clements
4. Interval Forecasts
Michael P. Clements
5. Density Forecasts
Michael P. Clements
6. Decision-based Evaluation
Michael P. Clements
7. Postscript
Michael P. Clements
8. Computer Code
Michael P. Clements
Keywords: Economics, Econometrics
- Author(s)
- Clements, Michael P.
- Publisher
- Springer
- Publication year
- 2005
- Language
- en
- Edition
- 1
- Series
- Palgrave Texts in Econometrics
- Page amount
- 186 pages
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9780230596146
- Printed ISBN
- 978-1-4039-4157-2
