mlsanityData to 14 Oct 2026

Econometrics of Machine Learning Methods in Economic Forecasting

arXiv 2308.10993 ↗First posted 21 Aug 2023econ.EM stat.AP stat.MEcited by 1

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Abstract (arXiv)

This paper surveys the recent advances in machine learning method for economic forecasting. The survey covers the following topics: nowcasting, textual data, panel and tensor data, high-dimensional Granger causality tests, time series cross-validation, classification with economic losses.

Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). Builds on 21 of its 107 references that are in the map. First posted on arXiv 21 Aug 2023.

Builds on

21 of 107 references.

References · 21

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9 more
  1. 2019Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovationscited by 5
  2. 2020Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Applicationcited by 5
  3. 2018LASSO-Driven Inference in Time and Spacecited by 4
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