Machine Learning Time Series Regressions With an Application to Nowcasting
Year of publication: |
[2021]
|
---|---|
Authors: | Babii, Andrii ; Ghysels, Eric ; Striaukas, Jonas |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (54 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Business and Economic Statistics (forthcoming) Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 12, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3503191 [DOI] |
Classification: | C52 - Model Evaluation and Testing ; c55 ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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