Econometric Forecasting and High frequency Data Analysis is popular PDF and ePub book, written by Roberto S. Mariano in 2008, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Econometric Forecasting and High frequency Data Analysis can be Read Online from any device for your convenience.
Econometric Forecasting and High frequency Data Analysis Book PDF Summary
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 Data Analysis Workshop at the Institute for Mathematical Science, National University of Singapore in May 2006. They will be of interest to researchers working in macroeconometrics as well as financial econometrics. Moreover, readers will find these chapters useful as a guide to the literature as well as suggestions for future research. Sample Chapter(s). Foreword (32 KB). Chapter 1: Forecast Uncertainty, Its Representation and Evaluation* (97 KB). Contents: Forecasting Uncertainty, Its Representation and Evaluation (K F Wallis); The University of Pennsylvania Models for High-Frequency Macroeconomic Modeling (L R Klein & S Ozmucur); Forecasting Seasonal Time Series (P H Franses); Car and Affine Processes (C Gourieroux); Multivariate Time Series Analysis and Forecasting (M Deistler). Readership: Professionals and researchers in econometric forecasting and financial data analysis.
Detail Book of Econometric Forecasting and High frequency Data Analysis PDF
- Author : Roberto S. Mariano
- Release : 28 September 2024
- Publisher : World Scientific
- ISBN : 9789812778963
- Genre : Business & Economics
- Total Page : 200 pages
- Language : English
- PDF File Size : 10,8 Mb
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