The Oxford Handbook of Economic Forecasting

This book PDF is perfect for those who love Business & Economics genre, written by Michael P. Clements and published by OUP USA which was released on 08 July 2011 with total hardcover pages 732. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related The Oxford Handbook of Economic Forecasting books below.

The Oxford Handbook of Economic Forecasting
Author : Michael P. Clements
File Size : 50,8 Mb
Publisher : OUP USA
Language : English
Release Date : 08 July 2011
ISBN : 9780195398649
Pages : 732 pages
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The Oxford Handbook of Economic Forecasting by Michael P. Clements Book PDF Summary

Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.

The Oxford Handbook of Economic Forecasting

Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.

Get Book
Dynamic Factor Models

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.

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Dynamic Factor Models

Factor models can cope with many variables without running into scarce degrees of freedom.

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Time Series in High Dimension  the General Dynamic Factor Model

Factor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides an extensive account of the so-called General Dynamic Factor Model methods. The topics covered include: asymptotic representation problems, estimation, forecasting, identification of the number of factors, identification of structural shocks,

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Modern Econometric Analysis

In this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an overview of the field and it shows progress made in recent years and remaining problems.

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Dynamic Factor Models

Factor models can cope with many variables without running into scarce degrees of freedom.

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Macroeconomic Forecasting in the Era of Big Data

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

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Simultaneous Statistical Inference

This monograph will provide an in-depth mathematical treatment of modern multiple test procedures controlling the false discovery rate (FDR) and related error measures, particularly addressing applications to fields such as genetics, proteomics, neuroscience and general biology. The book will also include a detailed description how to implement these methods in

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