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RePEcEconometrics & Forecasting

ML Panel Data Regressions for Heavy-Tailed Data

A study presents structured machine learning regressions for heavy-tailed dependent panel data, using a new concentration inequality for such data.

Featured in No. 29 on 13 Dec 2023 · on release day

Released
13 Dec 2023
First featured
No. 29 · 13 Dec 2023
Published in
Not yet, as far as Semantic Scholar knows
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19
Identifier
RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001282

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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