Factor Model Forecasting

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The Oxford Handbook of Economic Forecasting

The Oxford Handbook of Economic Forecasting
Author :
Publisher : OUP USA
Total Pages : 732
Release :
ISBN-10 : 9780195398649
ISBN-13 : 0195398645
Rating : 4/5 (645 Downloads)

Book Synopsis The Oxford Handbook of Economic Forecasting by : Michael P. Clements

Download or read book The Oxford Handbook of Economic Forecasting written by Michael P. Clements and published by OUP USA. This book was released on 2011-07-08 with total page 732 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 Related Books

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Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be ente
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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
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Factor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides an extensive account
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