By Roberto S. Mariano
This significant e-book involves surveys of high-frequency monetary info research and econometric forecasting, written by way of pioneers in those parts together with Nobel laureate Lawrence Klein. a number of the chapters have been awarded as tutorials to an viewers within the Econometric Forecasting and High-Frequency information research Workshop on the Institute for Mathematical technology, nationwide collage of Singapore in might 2006. they are going to be of curiosity to researchers operating in macroeconometrics in addition to monetary econometrics. additionally, readers will locate those chapters necessary as a advisor to the literature in addition to feedback for destiny learn.
- Forecasting Uncertainty, Its illustration and review (K F Wallis)
- The college of Pennsylvania types for High-Frequency Macroeconomic Modeling (L R Klein & S Ozmucur)
- Forecasting Seasonal Time sequence (P H Franses)
- Car and Affine tactics (C Gourieroux)
- Multivariate Time sequence research and Forecasting (M Deistler)
Read or Download Econometric Forecasting And High-Frequency Data Analysis (Lecture Notes Seres, Institute for Mathematical Sciences National University of Singapore) PDF
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