Macroeconomic Forecasting in the Era of Big Data: Theory and Practice (1st ed. 2020) (Advanced Studies in Theoretical and Applied Econometrics #52)

By: Peter Fuleky

Sign Up Now! Already a Member? Log In
You must be logged into Bookshare to access this title. Learn about membership options, or view our freely available titles.

Synopsis: 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.

Book Quality:: Publisher Quality
ISBN-13:: 9783030311506
Related ISBNs:: 9783030311490
Publisher:: Springer International Publishing
Date of Addition:: 12/07/19
Copyrighted By:: Springer
Adult content:: No
Language:: English
Has Image Descriptions:: No
Categories:: Nonfiction, Computers and Internet, Business and Finance, Mathematics and Statistics
Submitted By:: Bookshare Staff
Usage Restrictions:: This is a copyrighted book.
Edited by:: Peter Fuleky