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Generalized Autoregressive Score Trees and Forests

Generalized Autoregressive Score Trees and Forests

Andrew J. Patton
Yasin Şimşek
ArXiv (abs)PDFHTML

Papers citing "Generalized Autoregressive Score Trees and Forests"

5 / 5 papers shown
Title
Recurrent Conditional Heteroskedasticity
Recurrent Conditional Heteroskedasticity
T.-N. Nguyen
Minh-Ngoc Tran
Robert Kohn
BDL
43
11
0
25 Oct 2020
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs
Florian Huber
Gary Koop
Luca Onorante
Michael Pfarrhofer
Josef Schreiner
41
84
0
28 Aug 2020
A Statistical Recurrent Stochastic Volatility Model for Stock Markets
A Statistical Recurrent Stochastic Volatility Model for Stock Markets
Trong-Nghia Nguyen
Minh-Ngoc Tran
David Gunawan
Robert Kohn
59
13
0
07 Jun 2019
Machine Learning Methods Economists Should Know About
Machine Learning Methods Economists Should Know About
Susan Athey
Guido Imbens
93
682
0
24 Mar 2019
Generalized Random Forests
Generalized Random Forests
Susan Athey
J. Tibshirani
Stefan Wager
351
1,371
0
05 Oct 2016

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