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20182026
most citedScenario Analysis with Multivariate Bayesian Machine Learning Models

1 citations · 1 across the 6 of their papers we have counts for

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econ.EM2024

Nowcasting with Mixed Frequency Data Using Gaussian Processes

Niko Hauzenberger, Massimiliano Marcellino, Michael Pfarrhofer +1

We develop Bayesian machine learning methods for mixed data sampling (MIDAS) regressions. This involves handling frequency mismatches and specifying functional relationships betwee…