Download e-book for kindle: Econometric Forecasting And High-Frequency Data Analysis by Roberto S. Mariano, Yiu-Kuen Tse

By Roberto S. Mariano, Yiu-Kuen Tse

ISBN-10: 9812778950

ISBN-13: 9789812778956

ISBN-10: 9812778969

ISBN-13: 9789812778963

This significant e-book involves surveys of high-frequency monetary facts research and econometric forecasting, written by way of pioneers in those parts together with Nobel laureate Lawrence Klein. many of the chapters have been provided as tutorials to an viewers within the Econometric Forecasting and High-Frequency facts research Workshop on the Institute for Mathematical technology, nationwide college of Singapore in may possibly 2006. they are going to be of curiosity to researchers operating in macroeconometrics in addition to monetary econometrics. additionally, readers will locate those chapters worthy as a advisor to the literature in addition to feedback for destiny study. Contents: Forecasting Uncertainty, Its illustration and assessment (K F Wallis) The college of Pennsylvania versions for High-Frequency Macroeconomic Modeling (L R Klein & S Ozmucur) Forecasting Seasonal Time sequence (P H Franses) automobile and Affine tactics (C Gourieroux) Multivariate Time sequence research and Forecasting (M Deistler)

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Additional info for Econometric Forecasting And High-Frequency Data Analysis (Lecture Notes Seres, Institute for Mathematical Sciences National University of Singapore)

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1998). Forecasting Economic Time Series. Cambridge: Cambridge University Press. Congressional Budget Office (2003). The uncertainty of budget projections: a discussion of data and methods. Congressional Budget Office Report, US Congress, Washington DC. Congressional Budget Office (2004). The Budget and Economic Outlook: Fiscal Years 2005 to 2014; Appendix A: The Uncertainty of Budget Projections; Appendix B: How Changes in Economic Assumptions Can Affect Budget Projections. Congressional Budget Office, US Congress, Washington DC.

No doubt, systems of monthly accounts of national income and product will become available, in due course, for construction of complete structural models, and indicator analysis will probably then be used for even higher frequency, say, for a weekly model. In a festschrift volume, honoring the business cycle indicator research of Geoffrey H.

1971). Generalized Inverse Matrices with Applications to Statistics. London: Charles Griffin. R. B. (1998). Matrix Algebra and its Applications to Statistics and Econometrics. Singapore: World Scientific Publishing Co. W. (1986). Density Estimation for Statistics and Data Analysis. London: Chapman and Hall. H. W. (2003). Introduction to Econometrics. Boston, MA: Pearson Education. K. and Arnold, S. (1999). , vol. 2A. London: Edward Arnold. S. F. (2000). Density forecasting: a survey. Journal of Forecasting, 19, 235-254.

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Econometric Forecasting And High-Frequency Data Analysis (Lecture Notes Seres, Institute for Mathematical Sciences National University of Singapore) by Roberto S. Mariano, Yiu-Kuen Tse

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