Extending the Scope of Inference About Predictive Ability to Machine Learning Methods
Juan Carlos Escanciano (Universidad Carlos III de Madrid, Spain)
- Erasmus Econometric Institute Series
Juan Carlos Escanciano (Universidad Carlos III de Madrid, Spain)
Max Farrell (University of Chicago Booth School of Business, United States), Andrii Babii (University of North Carolina at Chapel Hill, United States) and Erwan Scornet (Ecole Polytechnique, France)
Riccardo Sabbatucci (Stockholm School of Economics, Sweden) and Marcelo Medeiros (Pontifical Catholic University of Rio de Janeiro , Brazil)
Juan Carlos Escanciano (Universidad Carlos III de Madrid, Spain)
Lucia Foster and Catherine Buffington (US Census); Ryan Decker (Federal Reserve Board)
Mika Meitz (University of Helsinki, Finland)
Davide La Vecchia (Geneva School of Economics and Management, Switzerland)