Clements, Michael P.

Forecasting non-stationary economic time series / Michael P. Clements and David F. Hendry. - Cambridge, Mass. : MIT Press, c1999. - xxviii, 362 p. : ill. ; 24 cm. - Zeuthen lecture book series .

Includes bibliographical references and indexes.

0262032724 (hc : alk. paper)


Time-series analysis.
Economic forecasting--Statistical methods.

330.015195 / CLF 1999