书目名称 | Macroeconomic Forecasting in the Era of Big Data |
副标题 | Theory and Practice |
编辑 | Peter Fuleky |
视频video | |
概述 | Presents a comprehensive collection of big data tools used in macroeconomic forecasting..Surveys the most recent developments in the field..Offers algorithmic descriptions of big data techniques for f |
丛书名称 | Advanced Studies in Theoretical and Applied Econometrics |
图书封面 |  |
描述 | .This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships among variables; how to select parsimonious models; how to deal with model uncertainty, instability, non-stationarity, and mixed frequency data; and how to evaluate forecasts, among others. Each chapter is self-contained with references, and provides solid background information, while also reviewing the latest advances in the field. Accordingly, the book offers a valuable resource for researchers, professional forecasters, and students of quantitative economics.. |
出版日期 | Book 2020 |
关键词 | Big Data; Macroeconomic forecasting; Dimension reduction; Shrinkage; Model forecast combination; Dynamic |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-030-31150-6 |
isbn_softcover | 978-3-030-31152-0 |
isbn_ebook | 978-3-030-31150-6Series ISSN 1570-5811 Series E-ISSN 2214-7977 |
issn_series | 1570-5811 |
copyright | Springer Nature Switzerland AG 2020 |