2 papers
econ.EM2026
Double Descent and Benign Overfitting in Macroeconomic Forecasting
Andrea Carriero, Florian Huber, Davide Pettenuzzo
We study double descent and benign overfitting in macroeconomic forecasting. We document that double-descent risk curves arise in standard macroeconomic datasets that are driven by…
stat.CO2020
Machine Learning Econometrics: Bayesian algorithms and methods
Dimitris Korobilis, Davide Pettenuzzo
As the amount of economic and other data generated worldwide increases vastly, a challenge for future generations of econometricians will be to master efficient algorithms for infe…