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.
Produkteigenschaften
- Artikelnummer: 9783030311520
- Medium: Buch
- ISBN: 978-3-030-31152-0
- Verlag: Springer International Publishing
- Erscheinungstermin: 19.12.2020
- Sprache(n): Englisch
- Auflage: 1. Auflage 2020
- Serie: Advanced Studies in Theoretical and Applied Econometrics
- Produktform: Kartoniert
- Gewicht: 1095 g
- Seiten: 719
- Format (B x H x T): 155 x 235 x 40 mm
- Ausgabetyp: Kein, Unbekannt