Macroeconomic Forecasting in the Era of Big Data:Theory and Practice(Advanced Studies in Theoretical and Applied Econometrics)

大数据时代的宏观经济预测:理论与实践

数量经济学

售   价:
2033.00
发货周期:预计8-10周发货
作      者
出  版 社
出版时间
2020年12月19日
装      帧
平装
ISBN
9783030311520
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页      码
719
开      本
9.21 x 6.14 x 1.47
语      种
英文
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图书简介
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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