This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships amon

This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian

Big data are part of a paradigm shift that is significantly transforming statistical agencies, processes, and data analysis. While administrative and satellite

This book constitutes revised selected papers from the 5th Workshop on Mining Data for Financial Applications, MIDAS 2020, held in conjunction with ECML PKDD 20