Econometric Forecasting And High-frequency Data Analysis
Author:   Yiu-kuen Tse (S'pore Management Univ, S'pore) ,  Robert S Mariano (S'pore Management Univ, S'pore & Univ Of Pennsylvania, Usa)
Publisher:   World Scientific Publishing Co Pte Ltd
Volume:   13
ISBN:  

9789812778956


Pages:   200
Publication Date:   06 March 2008
Format:   Hardback
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

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Econometric Forecasting And High-frequency Data Analysis


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Overview

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.

Full Product Details

Author:   Yiu-kuen Tse (S'pore Management Univ, S'pore) ,  Robert S Mariano (S'pore Management Univ, S'pore & Univ Of Pennsylvania, Usa)
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
Volume:   13
Dimensions:   Width: 15.20cm , Height: 1.80cm , Length: 22.90cm
Weight:   0.522kg
ISBN:  

9789812778956


ISBN 10:   9812778950
Pages:   200
Publication Date:   06 March 2008
Audience:   College/higher education ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   Out of stock   Availability explained
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

Forecasting Uncertainty, Its Representation and Evaluation; The University of Pennsylvania Models for High-Frequency Macroeconomic Modeling; Forecasting Seasonal Time Series; Car and Affine Processes; Multivariate Time Series Analysis and Forecasting.

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