In their second book on economic forecasting, Michael Clements and David Hendry ask why some practices seem to work empirically despite a lack of formal support from theory.
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Titolo: Forecasting Non–Stationary Economic Time Series
Autore:
Clements Michael P
Editore: MIT Press
Data di Pubblicazione: 2001
Pagine: 392
Formato: Brossura
ISBN: 9780262531894