Joint Seminar with Economics Department - Evaluating Interval Forecasts of High-Frequency Financial Data
|Date||26th February 2003|
|Time||1:00pm - 2:00pm|
|Venue||ICMA Centre, Room G03/04|
Prior to this, from 1988-95 he was a Research Officer at the Institute of Economics and Statistics in Oxford University and, from 1984-1998 an economist with Oxford Economic Forecasting. He is the editor of the International Journal of Forecasting and co-author of two books: Forecasting Economic Time Series, CUP, 1998, and Forecasting Non-stationary Economic Time Series, MIT Press, 1999 (both with David Hendry) and co-editor of A Companion to Economic Forecasting, Blackwells, 2002 (also with David Hendry). He has published many articles on top academic journals and given numerous conference presentations.