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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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| 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 |