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Books > Business & Economics > Economics > Econometrics
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Macroeconomic Forecasting in the Era of Big Data - Theory and Practice (Paperback, 1st ed. 2020)
Loot Price: R6,996
Discovery Miles 69 960
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Macroeconomic Forecasting in the Era of Big Data - Theory and Practice (Paperback, 1st ed. 2020)
Series: Advanced Studies in Theoretical and Applied Econometrics, 52
Expected to ship within 10 - 15 working days
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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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