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Econometric forecasting and high-frequency data analysis /
This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobel laureate Lawrence Klein. Some of the chapters were presented as tutorials to an audience in the Econometric Forecasting and High-Frequency...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore :
World Scientific,
©2008.
|
| Colección: | Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ;
v. 13. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Forecast uncertainty, its representation and evaluation / Kenneth F. Wallis
- The University of Pennsylvania models for high-frequency macroeconomic and modeling / Lawrence R. Klein and Suleyman Ozmucur
- Forecasting seasonal time series / Philip Hans Franses
- Car and affine processes / Christian Gourieroux
- Multivariate time series analysis and forecasting / Manfred Deistler.