Macroeconomic Forecasting in the Era of Big Data - Advanced Studies in Theoretical and Applied Econometrics
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Published By Springer International Publishing

9783030311490, 9783030311506

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Principal Component and Static Factor Analysis

Macroeconomic Forecasting in the Era of Big Data - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-3-030-31150-6_8 ◽

2019 ◽

pp. 229-266

Author(s):

Jianfei Cao ◽

Chris Gu ◽

Yike Wang

Keyword(s):

Factor Analysis ◽

Principal Component ◽

Static Factor

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Volatility Forecasting in a Data Rich Environment

Macroeconomic Forecasting in the Era of Big Data - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-3-030-31150-6_5 ◽

2019 ◽

pp. 127-160

Author(s):

Mauro Bernardi ◽

Giovanni Bonaccolto ◽

Massimiliano Caporin ◽

Michele Costola

Keyword(s):

Volatility Forecasting

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Factor Augmented Vector Autoregressions, Panel VARs, and Global VARs

Macroeconomic Forecasting in the Era of Big Data - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-3-030-31150-6_3 ◽

2019 ◽

pp. 65-93 ◽

Cited By ~ 1

Author(s):

Martin Feldkircher ◽

Florian Huber ◽

Michael Pfarrhofer

Keyword(s):

Vector Autoregressions

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Variable Selection and Feature Screening

Macroeconomic Forecasting in the Era of Big Data - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-3-030-31150-6_10 ◽

2019 ◽

pp. 293-326

Author(s):

Wanjun Liu ◽

Runze Li

Keyword(s):

Variable Selection ◽

Feature Screening

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Subspace Methods

Macroeconomic Forecasting in the Era of Big Data - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-3-030-31150-6_9 ◽

2019 ◽

pp. 267-291

Author(s):

Tom Boot ◽

Didier Nibbering

Keyword(s):

Subspace Methods

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Neural Networks

Macroeconomic Forecasting in the Era of Big Data - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-3-030-31150-6_6 ◽

2019 ◽

pp. 161-189

Author(s):

Thomas R. Cook

Keyword(s):

Neural Networks

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Robust Methods for High-Dimensional Regression and Covariance Matrix Estimation

Macroeconomic Forecasting in the Era of Big Data - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-3-030-31150-6_19 ◽

2019 ◽

pp. 625-653

Author(s):

Marco Avella-Medina

Keyword(s):

Covariance Matrix ◽

Covariance Matrix Estimation ◽

High Dimensional ◽

Robust Methods ◽

Matrix Estimation ◽

High Dimensional Regression

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Forecast Evaluation

Macroeconomic Forecasting in the Era of Big Data - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-3-030-31150-6_16 ◽

2019 ◽

pp. 495-537

Author(s):

Mingmian Cheng ◽

Norman R. Swanson ◽

Chun Yao

Keyword(s):

Forecast Evaluation

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Frequentist Averaging

Macroeconomic Forecasting in the Era of Big Data - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-3-030-31150-6_11 ◽

2019 ◽

pp. 329-357

Author(s):

Felix Chan ◽

Laurent Pauwels ◽

Sylvia Soltyk

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Bootstrap Aggregating and Random Forest

Macroeconomic Forecasting in the Era of Big Data - Advanced Studies in Theoretical and Applied Econometrics ◽

10.1007/978-3-030-31150-6_13 ◽

2019 ◽

pp. 389-429 ◽

Cited By ~ 1

Author(s):

Tae-Hwy Lee ◽

Aman Ullah ◽

Ran Wang

Keyword(s):

Random Forest ◽

Bootstrap Aggregating

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Macroeconomic Forecasting in the Era of Big Data - Advanced Studies in Theoretical and Applied EconometricsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Principal Component and Static Factor Analysis

Volatility Forecasting in a Data Rich Environment

Factor Augmented Vector Autoregressions, Panel VARs, and Global VARs

Variable Selection and Feature Screening

Subspace Methods

Neural Networks

Robust Methods for High-Dimensional Regression and Covariance Matrix Estimation

Forecast Evaluation

Frequentist Averaging

Bootstrap Aggregating and Random Forest

Macroeconomic Forecasting in the Era of Big Data - Advanced Studies in Theoretical and Applied Econometrics
Latest Publications