arXiv Open Access 2023

Econometrics of Machine Learning Methods in Economic Forecasting

Andrii Babii Eric Ghysels Jonas Striaukas

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Abstrak

This paper surveys the recent advances in machine learning method for economic forecasting. The survey covers the following topics: nowcasting, textual data, panel and tensor data, high-dimensional Granger causality tests, time series cross-validation, classification with economic losses.

Topik & Kata Kunci

econ.EM stat.AP stat.ME stat.ML

Penulis (3)

Andrii Babii

Eric Ghysels

Jonas Striaukas

Format Sitasi

APA MLA BibTeX

Babii, A., Ghysels, E., Striaukas, J. (2023). Econometrics of Machine Learning Methods in Economic Forecasting. https://arxiv.org/abs/2308.10993

Akses Cepat

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Informasi Jurnal

Tahun Terbit: 2023
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓