Machine learning time series regressions with an application to nowcasting
Andrii Babii, Eric Ghysels, and Jonas Striaukas
| Year of publication: |
2022
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|---|---|
| Authors: | Babii, Andrii ; Ghysels, Eric ; Striaukas, Jonas |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 3, p. 1094-1106
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| Subject: | Fat tails | High-dimensional time series | Mixed-frequency data | Sparse-group LASSO | Tau-mixing | Textual news data | Zeitreihenanalyse | Time series analysis | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.1899933 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013539458