Macroeconomic Forecasting in the Era of Big Data : Theory and Practice /

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;...

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Bibliographic Details

Corporate Author:	SpringerLink (Online service)
Other Authors:	Fuleky, Peter (Editor)
Format:	eBook
Language:	English
Published:	Cham : Springer International Publishing : Imprint: Springer, 2020.
Edition:	1st ed. 2020.
Series:	Advanced Studies in Theoretical and Applied Econometrics, 52
Subjects:	Econometrics. Macroeconomics. Big data. Statistics . Macroeconomics/Monetary Economics//Financial Economics. Big Data. Statistics for Business, Management, Economics, Finance, Insurance. Big Data/Analytics. Electronic books.
Online Access:	Connect to the full text of this electronic book