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Beschreibung
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.
Theory and Practice
Theory and Practice
Details
| Verlag | Springer International Publishing |
| Ersterscheinung | 12. Dezember 2019 |
| Maße | 23.5 cm x 15.5 cm |
| Gewicht | 1256 Gramm |
| Format | Hardcover |
| ISBN-13 | 9783030311490 |
| Seiten | 719 |