Macroeconomic forecasting in the era of big data theory and practice
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| Format: | Buch |
| Sprache: | English |
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Springer
[2020]
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| Schriftenreihe: | Advanced Studies in Theoretical and Applied Econometrics
volume 52 |
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| Online-Zugang: | Inhaltsverzeichnis |
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| 650 | 4 | |a Big Data/Analytics | |
| 650 | 4 | |a Econometrics | |
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Datensatz im Suchindex
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| adam_text | Contents Part I Introduction 1 Sources and Types of Big Data for Macroeconomic Forecasting....... 3 Philip M. E. Garbódén Part II Capturing Dynamic Relationships 2 Dynamic Factor Models........................................................................ 27 Catherine Doz and Peter Fuleky 3 Factor Augmented Vector Autoregressions, Panel VARs, and Global VARs.......................................................................................... 65 Martin Feldkircher, Florian Huber, and Michael Pfarrhofer 4 Large Bayesian Vector Autoregressions............................................... 95 Joshua C. C. Chan 5 Volatility Forecasting in a Data Rich Environment............................ 127 Mauro Bernardi, Giovanni Bonaccolto, Massimiliano Caporin, and Michele Costola 6 Neural Networks................................................................................... 161 Thomas R. Cook Part III Seeking Parsimony 7 Penalized Time Series Regression........................................................ 193 Anders Bredahl Kock, Marcelo Medeiros, and Gabriel Vasconcelos 8 Principal Component and Static Factor Analysis............................... 229 Jianfei Cao, Chris Gu, and Yike Wang 9 Subspace Methods................................................................................ 267 Tom Boot and Didier Nibbering ix
x 10 Contents Variable Selection and Feature Screening............................................. Wanjun Liu and Runze Li Part IV 293 Dealing with Model Uncertainty 11 Frequentist Averaging................................................................................ 329 Felix Chan, Laurent Pauwels, and Sylvia Soltyk 12 Bayesian Model Averaging....................................................................... 359 Paul Hofmarcher and Bettina Grün 13 Bootstrap Aggregating and Random Forest.......................................... Tae-Hwy Lee, Aman Ullah, and Ran Wang 389 14 Boosting................................ Jianghao Chu, Tae-Hwy Lee, Aman Ullah, and Ran Wang 431 15 Density Forecasting..................................................................................... 465 Federico Bassetti, Roberto Casarin, and Francesco Ravazzolo 16 Forecast Evaluation................................................................................... 495 Mingmian Cheng, Norman R. Swanson, and Chun Yao Part V Further Issues 17 Unit Roots and Cointegration.................................................................. Stephan Smeekes and Etienne Wijler 541 18 Turning Points and Classification............................................................ Jeremy Piger 585 19 Robust Methods for High-Dimensional Regression and Covariance Matrix Estimation................................................................. 625 Marco Avella-Medina 20 Frequency Domain.................................................................................... Felix Chan and Marco Reale 655 21
Hierarchical Forecasting........................................................................... George Athanasopoulos, Puwasala Gamakumara, Anastasios Panagiotelis, Rob J. Hyndman, and Mohamed Affan 689
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| isbn | 9783030311490 |
| language | English |
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| physical | xiii, 719 Seiten |
| publishDate | 2020 |
| publishDateSearch | 2020 |
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| publisher | Springer |
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| series | Advanced Studies in Theoretical and Applied Econometrics |
| series2 | Advanced Studies in Theoretical and Applied Econometrics |
| spellingShingle | Macroeconomic forecasting in the era of big data theory and practice Advanced Studies in Theoretical and Applied Econometrics Econometrics Macroeconomics/Monetary Economics//Financial Economics Big Data Statistics for Business, Management, Economics, Finance, Insurance Big Data/Analytics Macroeconomics Big data Statistics Ökonometrie (DE-588)4132280-0 gnd Big Data (DE-588)4802620-7 gnd Makroökonomie (DE-588)4037174-8 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4802620-7 (DE-588)4037174-8 (DE-588)4143413-4 |
| title | Macroeconomic forecasting in the era of big data theory and practice |
| title_auth | Macroeconomic forecasting in the era of big data theory and practice |
| title_exact_search | Macroeconomic forecasting in the era of big data theory and practice |
| title_full | Macroeconomic forecasting in the era of big data theory and practice Peter Fuleky (editor) |
| title_fullStr | Macroeconomic forecasting in the era of big data theory and practice Peter Fuleky (editor) |
| title_full_unstemmed | Macroeconomic forecasting in the era of big data theory and practice Peter Fuleky (editor) |
| title_short | Macroeconomic forecasting in the era of big data |
| title_sort | macroeconomic forecasting in the era of big data theory and practice |
| title_sub | theory and practice |
| topic | Econometrics Macroeconomics/Monetary Economics//Financial Economics Big Data Statistics for Business, Management, Economics, Finance, Insurance Big Data/Analytics Macroeconomics Big data Statistics Ökonometrie (DE-588)4132280-0 gnd Big Data (DE-588)4802620-7 gnd Makroökonomie (DE-588)4037174-8 gnd |
| topic_facet | Econometrics Macroeconomics/Monetary Economics//Financial Economics Big Data Statistics for Business, Management, Economics, Finance, Insurance Big Data/Analytics Macroeconomics Big data Statistics Ökonometrie Makroökonomie Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=032039437&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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