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Nowcasting US GDP Using Tree-Based Ensemble Models and Dynamic Factors
In this study, we nowcast quarter-over-quarter US GDP growth rates between 2000Q2 and 2018Q4 using tree-based ensemble machine learning models, namely, bagged decision trees, random forests, and stochastic gradient tree boosting. To solve the ragged edge problem and reduce the dimension of the data...
Autores principales: | , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2021
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7789904/ https://www.ncbi.nlm.nih.gov/pubmed/33437130 http://dx.doi.org/10.1007/s10614-020-10083-5 |