| 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 | http://file.papertrans.cn/621/620986/620986.mp4 |
| 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 |