Econometric forecasting and high-frequency data analysis

editors, Roberto S. Mariano, Yiu-Kuen Tse

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.

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Year of publication:	2008
Other Persons:	Mariano, Roberto S. (contributor) ; Tse, Yiu Kuen (contributor)
Institutions:	World Scientific (Firm) (contributor)
Publisher:	c2008: Singapore : World Scientific Pub. Co
Subject:	Prognoseverfahren \| Forecasting model \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Ökonometrie \| Econometrics

Extent:	1 Online-Ressource (ix, 189 p) ill. (some col.)
Series:	Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) ; v. 13
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references Electronic reproduction; System requirements: Adobe Acrobat Reader
ISBN:	978-981-277-896-3 ; 981-277-896-9
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015622219