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Found 2 papers, 1 papers with code
Panel Data Nowcasting: The Case of Price-Earnings Ratios
The paper uses structured machine learning regressions for nowcasting with panel data consisting of series sampled at different frequencies.
Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application
The paper introduces structured machine learning regressions for heavy-tailed dependent panel data potentially sampled at different frequencies.
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