Forecasting non-stationary economic time series / (Record no. 61821)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02779mam a22004214a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 2351345 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | BD-DhUL |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160508142248.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 990318s1999 maua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 99022998 |
| 015 ## - NATIONAL BIBLIOGRAPHY NUMBER | |
| National bibliography number | GB99-W0795 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0262032724 (hc : alk. paper) |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)ocm41039851 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (NNC)2351345 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Transcribing agency | DLC |
| Modifying agency | UKM |
| -- | C#P |
| -- | OrLoB-B |
| -- | BD-DhUL |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HA30.3 |
| Item number | .C55 1999 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.015195 |
| Edition number | 21 |
| Item number | CLF |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Clements, Michael P. |
| 245 10 - TITLE STATEMENT | |
| Title | Forecasting non-stationary economic time series / |
| Statement of responsibility, etc. | Michael P. Clements and David F. Hendry. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | Cambridge, Mass. : |
| Name of publisher, distributor, etc. | MIT Press, |
| Date of publication, distribution, etc. | c1999. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxviii, 362 p. : |
| Other physical details | ill. ; |
| Dimensions | 24 cm. |
| 365 ## - TRADE PRICE | |
| Price type code | USD |
| Price amount | 25.00 |
| 490 1# - SERIES STATEMENT | |
| Series statement | Zeuthen lecture book series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references (p. 327-345) and indexes. |
| 505 00 - FORMATTED CONTENTS NOTE | |
| Miscellaneous information | 1. |
| Title | Economic Forecasting -- |
| Miscellaneous information | 2. |
| Title | Forecast Failure -- |
| Miscellaneous information | 3. |
| Title | Deterministic Shifts -- |
| Miscellaneous information | 4. |
| Title | Other Sources -- |
| Miscellaneous information | 5. |
| Title | Differencing -- |
| Miscellaneous information | 6. |
| Title | Intercept Corrections -- |
| Miscellaneous information | 7. |
| Title | Modeling Consumers' Expenditure -- |
| Miscellaneous information | 8. |
| Title | A Small UK Money Model -- |
| Miscellaneous information | 9. |
| Title | Co-breaking -- |
| Miscellaneous information | 10. |
| Title | Modeling Shifts -- |
| Miscellaneous information | 11. |
| Title | A Wage-Price Model -- |
| Miscellaneous information | 12. |
| Title | Postscript. |
| 520 1# - SUMMARY, ETC. | |
| Summary, etc. | "In their second book on economic forecasting, Michael P. Clements and David F. Hendry ask why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventional approach to economic forecasting, they look at the implications for causal modeling, present a taxonomy of forecast errors, and delineate the sources of forecast failure. |
| 520 8# - SUMMARY, ETC. | |
| Summary, etc. | They show that forecast-period shifts in deterministic factors - interacting with model misspecification, collinearity, and inconsistent estimation - are the dominant source of systematic failure. They then consider various approaches for avoiding systematic forecasting errors, including intercept corrections, differencing, co-breaking, and modeling regime shifts; they emphasize the distinction between equilibrium correction (based on cointegration) and error correction (automatically offsetting past errors). Finally, they present three applications to test the implications of their framework. |
| 520 8# - SUMMARY, ETC. | |
| Summary, etc. | Their results on forecasting have wider implications for the conduct of empirical econometric research, model formulation, the testing of economic hypotheses, and model-based policy analyses."--BOOK JACKET. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Time-series analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Economic forecasting |
| General subdivision | Statistical methods. |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Time-series analysis. |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Economic forecasting |
| General subdivision | Statistical methods. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Hendry, David F. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Zeuthen lecture book series. |
| 900 ## - EQUIVALENCE OR CROSS-REFERENCE-PERSONAL NAME [LOCAL, CANADA] | |
| Numeration | TOC |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | Books |
| Price effective from | Date last seen | Permanent Location | Not for loan | Date acquired | Source of classification or shelving scheme | Koha item type | Lost status | Withdrawn status | Source of acquisition | Collection code | Damaged status | Shelving location | Barcode | Current Location | Full call number |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016-05-08 | 2016-05-08 | Dhaka University Library | 2002-06-23 | Books | Purchased | Non Fiction | General Stacks | 397436 | Dhaka University Library | 330.015195 CLF |