(Machine) learning parameter regions

DOI10.1016/j.jeconom.2020.06.008zbMath1471.62539OpenAlexW3081091672MaRDI QIDQ2024444

James Nesbit, José Luis Montiel Olea

Publication date: 4 May 2021

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.06.008

zbMATH Keywords

supervised learningmachine learningstructural vector autoregressionsset-identified models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05)

Uses Software

• PMTK

Cites Work

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