activity
20192026
most citedEconometrics of Machine Learning Methods in Economic Forecasting

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

collaborators
Showing 2025Show all

2 papers · 1 filter

econ.EM2025

Nowcasting and aggregation: Why small Euro area countries matter

Andrii Babii, Luca Barbaglia, Eric Ghysels +1

The paper studies the nowcasting of Euro area Gross Domestic Product (GDP) growth using mixed data sampling machine learning panel data regressions with both standard macro release…

econ.EM2025

High-dimensional censored MIDAS logistic regression for corporate survival forecasting

Wei Miao, Jad Beyhum, Jonas Striaukas +1

This paper addresses the challenge of forecasting corporate distress, a problem marked by three key statistical hurdles: (i) right censoring, (ii) high-dimensional predictors, and…