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20192026
most citedEconometrics of Machine Learning Methods in Economic Forecasting

2 citations · 5 across the 8 of their papers we have counts for

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econ.EM2020★ 1 cited

Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application

Andrii Babii, Ryan T. Ball, Eric Ghysels +1

The paper introduces structured machine learning regressions for heavy-tailed dependent panel data potentially sampled at different frequencies. We focus on the sparse-group LASSO…