Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth
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More about this item
Keywords
Lasso; Ridge Regression; Random Forest; Boosting Algorithms; Artifical Neural Networks; Dimensional Reduction Methods; MIDAS; GDP growth;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2023-04-17 (Big Data)
- NEP-CMP-2023-04-17 (Computational Economics)
- NEP-DES-2023-04-17 (Economic Design)
- NEP-MAC-2023-04-17 (Macroeconomics)
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