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08/21/2023
Econometrics of Machine Learning Methods in Economic Forecasting
This paper surveys the recent advances in machine learning method for ec...
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07/05/2023
Panel Data Nowcasting: The Case of Price-Earnings Ratios
The paper uses structured machine learning regressions for nowcasting wi...
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12/26/2022
Tensor Principal Component Analysis
In this paper, we develop new methods for analyzing high-dimensional ten...
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10/16/2020
Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice
The importance of asymmetries in prediction problems arising in economic...
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08/08/2020
Machine Learning Panel Data Regressions with an Application to Nowcasting Price Earnings Ratios
This paper introduces structured machine learning regressions for predic...
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05/28/2020
Machine learning time series regressions with an application to nowcasting
This paper introduces structured machine learning regressions for high-d...
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03/30/2020
High-dimensional mixed-frequency IV regression
This paper introduces a high-dimensional linear IV regression for the da...
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12/13/2019
Estimation and HAC-based Inference for Machine Learning Time Series Regressions
Time series regression analysis in econometrics typically involves a fra...
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08/15/2019