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Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction

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Forecasting using first-available versus fully revised economic time-series data

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Prediction and simulation using simple models characterized by nonstationarity and seasonality

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Mixing mixed frequency and diffusion indices in good times and in bad : an assessment based on historical data around the great recession of 2008

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Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis : Essays in Honor of Halbert L. White Jr

Chen, Xiaohong - 2013

This book is a collection of articles that present the most recent cutting edge results on specification and estimation of economic models written by a number of the world’s foremost leaders in the fields of theoretical and methodological econometrics. Recent advances in asymptotic...

Persistent link: https://www.econbiz.de/10014016124