Econometric Forecasting and High-frequency Data Analysis
Author | : Roberto S. Mariano |
Publisher | : World Scientific |
Total Pages | : 200 |
Release | : 2008 |
ISBN-10 | : 9789812778956 |
ISBN-13 | : 9812778950 |
Rating | : 4/5 (950 Downloads) |
Download or read book Econometric Forecasting and High-frequency Data Analysis written by Roberto S. Mariano and published by World Scientific. This book was released on 2008 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.