Advanced Studies in Theoretical and Applied Econometrics: Theory and Practice

Fuleky, Peter

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.

Details

Published by: Springer

Publication Date: 2020-12-19

Format: Paperback

ISBN-13: 9783030311520

DOI: 10.1007/978-3-030-31150-6

Dimensions: 235cm x155cm

Pages: 719