Research
Sep 8, 2023
Econometrics of Machine Learning Methods in Economic Forecasting
Abstract
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.
Note: Research papers posted on SSRN, including any findings, may differ from the final version chosen for publication in academic journals.
- Keyword(s):
- economics 46
- finance 247
- machine learning 22
Learn more at:
https://kenaninstitute.unc.edu/publication/econometrics-of-machine-learning-methods-in-economic-forecasting/
https://kenaninstitute.unc.edu/publication/econometrics-of-machine-learning-methods-in-economic-forecasting/
