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)
Xiao Xiao (City, University of London, United Kingdom)
Tobias Sichert (Stockholm School of Economics, Sweden)
Coen Teulings and Simon J. Toussaint (Utrecht University)
Lutz Kilian (Federal Reserve Bank of Dallas, United States)
Weining Wang (University of Groningen)
Anja Janssen (Otto-von-Guericke-University Magdeburg, Germany)
Marco Avella Medina (Columbia University, United States)
Timo Dimitriadis (Heidelberg University, Germany)