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商品詳細
Macroeconomic Forecasting in the Era of Big Data: Theory and Practice. 2020 ed.
・ISBN 978-3-030-31152-0 paper EUR 249.99
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| 著者・編者 | Fuleky, Peter (ed.), |
|---|---|
| シリーズ | (Advanced Studies in Theoretical and Applied Econometrics) |
| 出版社 | (Springer Nature Switzerland AG, SZ) |
| 出版年月 | 2020 |
| ページ数 | 719 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A02-54294＞ |
解説
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.