Econometrics of Machine Learning Methods in Economic Forecasting

Andrii Babii, Eric Ghysels, Jonas Striaukas

Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskningpeer review

OriginalsprogEngelsk
TitelHandbook of Research Methods and Applications in Macroeconomic Forecasting
RedaktørerMichael P. Clements, Ana Beatriz Galvão
Antal sider28
UdgivelsesstedCheltenham
ForlagEdward Elgar Publishing
Publikationsdato2024
Sider246–273
Kapitel10
ISBN (Trykt)9781035310043
ISBN (Elektronisk)9781035310050
DOI
StatusUdgivet - 2024

Emneord

  • Macroeconomic forecasting
  • Bayesian vector autoregressions
  • Big data
  • Machine learning
  • Density forecasts

Citationsformater