By Roberto S. Mariano, Yiu-kuen Tse, Roberto S. Mariano, Yiu-kuen Tse
This crucial ebook comprises surveys of high-frequency monetary information research and econometric forecasting, written by way of pioneers in those parts together with Nobel laureate Lawrence Klein. the various chapters have been awarded as tutorials to an viewers within the Econometric Forecasting and High-Frequency facts research Workshop on the Institute for Mathematical technological know-how, nationwide college of Singapore in may perhaps 2006. they are going to be of curiosity to researchers operating in macroeconometrics in addition to monetary econometrics. in addition, readers will locate those chapters important as a consultant to the literature in addition to feedback for destiny learn.
Contents:
- 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 techniques (C Gourieroux)
- Multivariate Time sequence research and Forecasting (M Deistler)
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