Econometric methods and data Science techniques: A review of two strands of literature and an introduction to hybrid methods

The data market has been growing at an exceptional pace. Consequently, more sophisticated strategies to conduct economic forecasts have been introduced with machine learning techniques. Does machine learning pose a threat to conventional econometric methods in terms of forecasting? Moreover, does ma...

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Bibliographic Details
Main Authors: XIE, Tian, Jun YU, ZENG, Tao
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2020
Subjects:
Online Access:https://ink.library.smu.edu.sg/soe_research/2392
https://ink.library.smu.edu.sg/context/soe_research/article/3391/viewcontent/mars_v8_.pdf
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Institution: Singapore Management University
Language: English