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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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07/25/2023
Tuning-free testing of factor regression against factor-augmented sparse alternatives
This study introduces a bootstrap test of the validity of factor regress...
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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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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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12/13/2019