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Forecasting Non-stationary Economic Time Series: Michael P. Clements, and David F. Hendry, The MIT Press, Cambridge, Massachusetts, 1999, ISBN 0-262-03272-4, US $35 (Hardback)

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  • Oller, Lars-Erik

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  • Oller, Lars-Erik, 2001. "Forecasting Non-stationary Economic Time Series: Michael P. Clements, and David F. Hendry, The MIT Press, Cambridge, Massachusetts, 1999, ISBN 0-262-03272-4, US $35 (Hardback)," International Journal of Forecasting, Elsevier, vol. 17(1), pages 133-134.
  • Handle: RePEc:eee:intfor:v:17:y:2001:i:1:p:133-134
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    References listed on IDEAS

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    1. Foekens, Eijte W. & Leeflang, Peter S. H. & Wittink, Dick R., 1994. "A comparison and an exploration of the forecasting accuracy of a loglinear model at different levels of aggregation," International Journal of Forecasting, Elsevier, pages 245-261.
    2. Hill, R Carter & Cartwright, P A, 1994. "The Statistical Properties of the Equity Estimator: A Rejoinder," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(2), pages 155-155, April.
    3. Arino, Miguel A. & Franses, Philip Hans, 2000. "Forecasting the levels of vector autoregressive log-transformed time series," International Journal of Forecasting, Elsevier, pages 111-116.
    4. Hill, R Carter & Cartwright, P A, 1994. "The Statistical Properties of the Equity Estimator," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(2), pages 141-147, April.
    5. Brodie, Roderick J. & De Kluyver, Cornelis A., 1987. "A comparison of the short term forecasting accuracy of econometric and naive extrapolation models of market share," International Journal of Forecasting, Elsevier, pages 423-437.
    6. Wittink, Dick R., 1987. "Causal market share models in marketing: Neither forecasting nor understanding?," International Journal of Forecasting, Elsevier, pages 445-448.
    7. Allenby, Greg M. & Rossi, Peter E., 1998. "Marketing models of consumer heterogeneity," Journal of Econometrics, Elsevier, pages 57-78.
    8. Arino, Miguel A. & Franses, Philip Hans, 2000. "Forecasting the levels of vector autoregressive log-transformed time series," International Journal of Forecasting, Elsevier, pages 111-116.
    9. Kumar, V., 1994. "Forecasting performance of market share models: an assessment, additional insights, and guidelines," International Journal of Forecasting, Elsevier, pages 295-312.
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