Special Issue: Big Data in Dynamic Predictive Econometric Modeling

Special Issue: Big Data in Dynamic Predictive Econometric Modeling
Author: Francis X. Diebold
Publisher:
Total Pages:
Release: 2019
Genre:
ISBN:

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Special Issue: Big Data in Dynamic Predictive Econometric Modeling
Language: en
Pages:
Authors: Francis X. Diebold
Categories:
Type: BOOK - Published: 2019 - Publisher:

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Macroeconomic Forecasting in the Era of Big Data
Language: en
Pages: 716
Authors: Peter Fuleky
Categories: Business & Economics
Type: BOOK - Published: 2019-11-28 - Publisher: Springer Nature

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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 amon
Predictive Econometrics and Big Data
Language: en
Pages: 788
Authors: Vladik Kreinovich
Categories: Technology & Engineering
Type: BOOK - Published: 2017-11-30 - Publisher: Springer

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This book presents recent research on predictive econometrics and big data. Gathering edited papers presented at the 11th International Conference of the Thaila
Dynamic Factor Models
Language: en
Pages: 685
Authors: Siem Jan Koopman
Categories: Business & Economics
Type: BOOK - Published: 2016-01-08 - Publisher: Emerald Group Publishing

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This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian
Econometric Forecasting and High-frequency Data Analysis
Language: en
Pages: 200
Authors: Roberto S. Mariano
Categories: Business & Economics
Type: BOOK - Published: 2008 - Publisher: World Scientific

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This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobe