The New Palgrave Dictionary of Economics

2018 Edition
| Editors: Macmillan Publishers Ltd

Prediction

  • P. Whittle
Reference work entry
DOI: https://doi.org/10.1057/978-1-349-95189-5_1528

Abstract

Any rational theory of prediction must be based upon a model. Enoch Powell expresses this view when he says, ‘The prophets were not soothsayers; they were expounders.’

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Bibliography

  1. Durbin, J. 1984. Present position and potential developments: Some personal views on time series analysis. Journal of the Royal Statistical Society Series 147: 161–173. This survey article contains a substantial reference list.Google Scholar
  2. Whittle, P. 1983. Prediction and regulation, 2nd ed. Oxford: Blackwell and University of Minnesota Press.Google Scholar
  3. Whittle, P., and J. Kuhn. 1986. A Hamiltonian formulation of risk-sensitive linear/quadratic/Gaussian control. International Journal of Control 43: 1–12.CrossRefGoogle Scholar

Copyright information

© Macmillan Publishers Ltd. 2018

Authors and Affiliations

  • P. Whittle
    • 1
  1. 1.