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Macroeconomic Forecasting in the Era of Big DataTheory and Practice

Editors: 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.

2020_Book_MacroeconomicForecastingInTheE.epub (37.4 MB, 需要: 20 个论坛币)

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关键词：大数据时代 大数据 relationship parsimonious Professional

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10个币不行吗

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资料很新，很好。