Econometrics of machine learning methods in economic forecasting
Year of publication: |
2024
|
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Authors: | Babii, Andrii ; Ghysels, Eric ; Striaukas, Jonas |
Published in: |
Handbook of research methods and applications in macroeconomic forecasting. - Cheltenham, UK : Edward Elgar Publishing, ISBN 978-1-0353-1005-0. - 2024, p. 246-273
|
Subject: | Macroeconomic Forecasting | Bayesian Vector Autoregressions | Big Data | Machine Learning | Density Forecasts | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Wirtschaftsprognose | Economic forecast | Ökonometrie | Econometrics | Big data |
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