Essays on Dimension-reduction Techniques in Macroeconomics

Essays on Dimension-reduction Techniques in Macroeconomics PDF Author: Chun Wang
Publisher:
ISBN:
Category :
Languages : en
Pages : 224

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Book Description

Essays on Dimension-reduction Techniques in Macroeconomics

Essays on Dimension-reduction Techniques in Macroeconomics PDF Author: Chun Wang
Publisher:
ISBN:
Category :
Languages : en
Pages : 224

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Book Description


Macroeconomic Forecasting in the Era of Big Data

Macroeconomic Forecasting in the Era of Big Data PDF Author: Peter Fuleky
Publisher: Springer Nature
ISBN: 3030311503
Category : Business & Economics
Languages : en
Pages : 716

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Book 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.

Essays in Honor of M. Hashem Pesaran

Essays in Honor of M. Hashem Pesaran PDF Author: Alexander Chudik
Publisher: Emerald Group Publishing
ISBN: 180262063X
Category : Business & Economics
Languages : en
Pages : 316

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Book Description
The collection of chapters in Volume 43 Part A of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.

Handbook of Economic Forecasting

Handbook of Economic Forecasting PDF Author: Graham Elliott
Publisher: Elsevier
ISBN: 0444627405
Category : Business & Economics
Languages : en
Pages : 667

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Book Description
The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial applications, with sections on forecasters' objectives and methodologies. Experts provide surveys of a large range of literature scattered across applied and theoretical statistics journals as well as econometrics and empirical economics journals. The Handbook of Economic Forecasting Volumes 2A and 2B provide a unique compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with up-to-date accounts of all major conceptual issues. - Focuses on innovation in economic forecasting via industry applications - Presents coherent summaries of subjects in economic forecasting that stretch from methodologies to applications - Makes details about economic forecasting accessible to scholars in fields outside economics

Three Essays on Time Series Inference and Forecasting

Three Essays on Time Series Inference and Forecasting PDF Author: Jason J. Wu
Publisher:
ISBN:
Category :
Languages : en
Pages : 168

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Dynamic Factor Models

Dynamic Factor Models PDF Author: Siem Jan Koopman
Publisher: Emerald Group Publishing
ISBN: 1785603523
Category : Business & Economics
Languages : en
Pages : 685

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Book Description
This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.

Dissertation Abstracts International

Dissertation Abstracts International PDF Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 582

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Business Intelligence in Economic Forecasting: Technologies and Techniques

Business Intelligence in Economic Forecasting: Technologies and Techniques PDF Author: Wang, Jue
Publisher: IGI Global
ISBN: 1615206302
Category : Computers
Languages : en
Pages : 405

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Book Description
With the rapid development of economic globalization and information technology, the field of economic forecasting continues its expeditious advancement, providing business and government with applicable technologies. This book discusses various business intelligence techniques including neural networks, support vector machine, genetic programming, clustering analysis, TEI@I, fuzzy systems, text mining, and many more. It serves as a valuable reference for professionals and researchers interested in BI technologies and their practical applications in economic forecasting, as well as policy makers in business organizations and governments.

Essays in Forecast Evaluation

Essays in Forecast Evaluation PDF Author: Raffaella Giacomini
Publisher:
ISBN:
Category : Economic forecasting
Languages : en
Pages : 296

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Book Description


A Companion to Economic Forecasting

A Companion to Economic Forecasting PDF Author: Michael P. Clements
Publisher: John Wiley & Sons
ISBN: 140517191X
Category : Social Science
Languages : en
Pages : 616

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Book Description
A Companion to Economic Forecasting provides an accessible and comprehensive account of recent developments in economic forecasting. Each of the chapters has been specially written by an expert in the field, bringing together in a single volume a range of contrasting approaches and views. Uniquely surveying forecasting in a single volume, the Companion provides a comprehensive account of the leading approaches and modeling strategies that are routinely employed.