Forecasting with Interval and Histogram Data: Some Financial Applications

Authored by: Arroyo Javier , González-Rivera Gloria , Maté Carlos

Handbook of Empirical Economics and Finance

Print publication date:  December  2010
Online publication date:  April  2016

Print ISBN: 9781420070354
eBook ISBN: 9781420070361
Adobe ISBN:


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In economics we customarily deal with classical data sets. When we collect information on a set of variables of interest, either in a cross-sectional or/and time series framework, our sample information is a collection of data points {yi }, i = 1 … n or {yt }, t = 1… T where yi or yt ∈ ? takes a single value in ?. In many instances, the single value is the result of an aggregation procedure, spatial or temporal, over information collected at a very disaggregated level. Some pertinent examples follow.

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