The Oxford Handbook of Economic Forecasting

The Oxford Handbook of Economic Forecasting
ISBN-10
0195398645
ISBN-13
9780195398649
Category
Business & Economics
Pages
712
Language
English
Published
2011-07-08
Publisher
OUP USA
Authors
David F. Hendry, Michael P. Clements

Description

Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.

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