Macroeconomic Time Series Unit Roots
Machine Learning methods are more effective than Classical Bayesian methods in predicting unit root in univariate time-series models, particularly when there is class imbalance.
Featured in No. 56 on 10 Jul 2024 · on release day
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- 10 Jul 2024
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- No. 56 · 10 Jul 2024
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- RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10397-0
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