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Macroeconomic Forecasting in the Era of Big Data Theory and Practice Advanced Studies in Theoreti
by Macroeconomic Forecasting in the Era of Big Data: Theory and Practice (2020)
$303.37
Description
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.
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Product Details
- Springer Brand
- Dec 12, 2019 Pub Date:
- 9783030311490 ISBN-13:
- 303031149X ISBN-10:
- 732.0 pages Hardcover
- English Language
- 9.75 in * 1.75 in * 6.5 in Dimensions:
- 3 lb Weight:
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