Bayesian Variable Selection for Nowcasting Economic Time Series
In: Economic Analysis of the Digital Economy
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Other versions of this item:
- Steven L. Scott & Hal R. Varian, 2013. "Bayesian Variable Selection for Nowcasting Economic Time Series," NBER Working Papers 19567, National Bureau of Economic Research, Inc.
References listed on IDEAS
- Yan Carrière‐Swallow & Felipe Labbé, 2013.
"Nowcasting with Google Trends in an Emerging Market,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 32(4), pages 289-298, July.
- Yan Carrière-Swallow & Felipe Labbé, 2010. "Nowcasting With Google Trends in an Emerging Market," Working Papers Central Bank of Chile 588, Central Bank of Chile.
- Concha Artola & Enrique Galán, 2012. "Tracking the future on the web: construction of leading indicators using internet searches," Occasional Papers 1203, Banco de España;Occasional Papers Homepage.
- Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed, 2009. "How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms," Working Papers in Economics 09/13, University of Canterbury, Department of Economics and Finance.
- Castle Jennifer L. & Doornik Jurgen A & Hendry David F., 2011. "Evaluating Automatic Model Selection," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-33, February.
- David C. Wyld, 2010. "ASecond Life for organizations?: managing in the new, virtual world," Management Research Review, Emerald Group Publishing, vol. 33(6), pages 529-562, May.
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- repec:eee:touman:v:46:y:2015:i:c:p:386-397 is not listed on IDEAS
- Liran Einav & Jonathan Levin, 2014.
"The Data Revolution and Economic Analysis,"
Innovation Policy and the Economy,
University of Chicago Press, vol. 14(1), pages 1-24.
- Liran Einav & Jonathan D. Levin, 2013. "The Data Revolution and Economic Analysis," NBER Working Papers 19035, National Bureau of Economic Research, Inc.
- Liran Einav & Johnathan Levin, 2013. "The Data Revolution and Economic Analysis," Discussion Papers 12-017, Stanford Institute for Economic Policy Research.
- Obryan Poyser, 2017. "Exploring the determinants of Bitcoin's price: an application of Bayesian Structural Time Series," Papers 1706.01437, arXiv.org.
- Dolan Antenucci & Michael Cafarella & Margaret Levenstein & Christopher Ré & Matthew D. Shapiro, 2014. "Using Social Media to Measure Labor Market Flows," NBER Working Papers 20010, National Bureau of Economic Research, Inc.
- C. Marsilli, 2014. "Variable Selection in Predictive MIDAS Models," Working papers 520, Banque de France.
More about this item
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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