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New Methods for Using Monthly Data to Improve Forecast Accuracy

E. Philip Howrey

in Comparative Performance of U.S. Econometric Models

Published in print:
1991
Published Online:
October 2011
ISBN:
9780195057720
eISBN:
9780199854967
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195057720.003.0008
Subject:
Economics and Finance, Econometrics

Econometric forecasters continually seek ways to increase forecast accuracy. As new data are released, the residuals of forecasting models are examined for evidence of structural change and equations ... More


Data Considerations

Yacine Aïıt-Sahalia and Jean Jacod

in High-Frequency Financial Econometrics

Published in print:
2014
Published Online:
October 2017
ISBN:
9780691161433
eISBN:
9781400850327
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691161433.003.0002
Subject:
Economics and Finance, Econometrics

Semimartingales of the type described in the previous chapter are used as modeling tools in a number of applications including the study of Internet packet flow, turbulence and other meteorological ... More


Introduction

Steve McCorriston

in Food Price Dynamics and Price Adjustment in the EU

Published in print:
2015
Published Online:
November 2015
ISBN:
9780198732396
eISBN:
9780191796685
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198732396.003.0001
Subject:
Economics and Finance, Macro- and Monetary Economics, Econometrics

This introductory chapter sets out the background motivation for the contributions to this volume. While considerable attention has been paid to events on world commodity markets since the late ... More


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