Macroeconomic forecasting in the era of big data: theory and practice
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cham
Springer
[2020]
|
| Schriftenreihe: | Advanced Studies in Theoretical and Applied Econometrics
volume 52 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | xiii, 719 Seiten |
| ISBN: | 9783030311490 |
Internformat
MARC
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| 650 | 4 | |a Econometrics | |
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Datensatz im Suchindex
| _version_ | 1804181311798116352 |
|---|---|
| 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
|
| adam_txt |
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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| discipline | Wirtschaftswissenschaften |
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| spelling | Macroeconomic forecasting in the era of big data theory and practice Peter Fuleky (editor) Cham Springer [2020] © 2020 xiii, 719 Seiten txt rdacontent n rdamedia nc rdacarrier Advanced Studies in Theoretical and Applied Econometrics volume 52 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 rswk-swf Big Data (DE-588)4802620-7 gnd rswk-swf Makroökonomie (DE-588)4037174-8 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Big Data (DE-588)4802620-7 s Makroökonomie (DE-588)4037174-8 s Ökonometrie (DE-588)4132280-0 s 1\p DE-604 Fuleky, Peter (DE-588)1206419784 edt Erscheint auch als Online-Ausgabe 978-3-030-31150-6 Advanced Studies in Theoretical and Applied Econometrics volume 52 (DE-604)BV000002376 52 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf 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 Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| 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_exact_search_txtP | 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 |
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