9780387172088-0387172084-Forecasting Aggregated Vector Arma Processes (Lecture Notes in Economics & Mathematical Systems)

Forecasting Aggregated Vector Arma Processes (Lecture Notes in Economics & Mathematical Systems)

ISBN-13: 9780387172088
ISBN-10: 0387172084
Author: Helmut Lutkepohl
Publication date: 2016
Publisher: Springer Verlag
Format: Paperback 323 pages
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Book details

ISBN-13: 9780387172088
ISBN-10: 0387172084
Author: Helmut Lutkepohl
Publication date: 2016
Publisher: Springer Verlag
Format: Paperback 323 pages

Summary

Forecasting Aggregated Vector Arma Processes (Lecture Notes in Economics & Mathematical Systems) (ISBN-13: 9780387172088 and ISBN-10: 0387172084), written by authors Helmut Lutkepohl, was published by Springer Verlag in 2016. With an overall rating of 3.5 stars, it's a notable title among other books. You can easily purchase or rent Forecasting Aggregated Vector Arma Processes (Lecture Notes in Economics & Mathematical Systems) (Paperback) from BooksRun, along with many other new and used books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $0.3.

Description

Is concerned with forecasting aggregated time series variables. Investigates impact of the level of aggregation on the forecast efficiency. Temporal aggregation over several time periods and contemporaneous aggregation over regions, firms, etc. are considered. The data on which the forecasts are based are assumed to be generated by vector ARMA processes. The consequences of the estimation and specification uncertainty for the forecast efficiency are analyzed.

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