Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Andrii Babii, Ryan T. Ball, Eric Ghysels, Jonas Striaukas
| Year of publication: |
2023
|
|---|---|
| Authors: | Babii, Andrii ; Ball, Ryan T. ; Ghysels, Eric ; Striaukas, Jonas |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 237.2023, 2,3, p. 1-25
|
| Subject: | Fat tails | High-dimensional panels | Large and panels | Mixed-frequency data | Sparse-group LASSO | Panel | Panel study | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2022.07.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014471811