Browsing Economic and Management Sciences by Subject "Boosted regression trees (BRT)"

Browsing Economic and Management Sciences by Subject "Boosted regression trees (BRT)"

Sort by: Order: Results:

  • Pierdzioch, Christian; Gupta, Rangan (De Gruyter, 2020-09)
    We estimate Boosted Regression Trees (BRT) on a sample of monthly data that extends back to 1889 to recover the predictive value of disaggregated news-based uncertainty indexes for U.S recessions. We control for widely-studied ...