Friday, September 14, 2018
Machine Learning for Forecast Combination
How could I have forgotten to announce my latest paper,
"Machine Learning for
R
egularized Survey Forecast Combination: Partially-Egalitarian Lasso and its Derivatives"
? (Actually a heavily-revised version of an earlier paper, including a new title.) Came out as an NBER w.p. a week or two ago.
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