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Springer Macroeconomic Forecasting in the Era of Big Data: Theory and Practice: 52 (Advanced Studies in Theoretical and Applied Econometrics, 52)

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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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
12 December 2019
Listed Since
10 August 2019

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