Econometrics of Machine Learning Methods in Economic Forecasting

21 August 2023

Papers citing "Econometrics of Machine Learning Methods in Economic Forecasting"

9 / 9 papers shown

Title
Panel Data Nowcasting: The Case of Price-Earnings Ratios Andrii Babii Ryan T. Ball Eric Ghysels Jonas Striaukas 19 3 0 05 Jul 2023
The boosted HP filter is more general than you might think Ziwei Mei P. Phillips Zhentao Shi 39 7 0 20 Sep 2022
Machine Learning Advances for Time Series Forecasting Ricardo P. Masini M. C. Medeiros Eduardo F. Mendes AI4TS 52 285 0 23 Dec 2020
High-Dimensional Granger Causality Tests with an Application to VIX and News Andrii Babii Eric Ghysels Jonas Striaukas 40 101 0 13 Dec 2019
Factor Models for High-Dimensional Tensor Time Series Rong Chen Dan Yang Cun-Hui Zhang AI4TS 65 92 0 18 May 2019
Machine Learning Methods Economists Should Know About Susan Athey Guido Imbens 66 675 0 24 Mar 2019
Is completeness necessary? Estimation in nonidentified linear models Andrii Babii J. Florens 71 17 0 11 Sep 2017
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" A. Belloni Victor Chernozhukov Christian B. Hansen 191 1,401 0 27 May 2013
Combining p-values via averaging V. Vovk Ruodu Wang FedML 154 207 0 20 Dec 2012