Will Generative Models be the Redeemer of Macroeconomic Forecasting?

Philippe Goulet Coulombe 4/4/23 Philippe Goulet Coulombe 4/4/23

Will Generative Models be the Redeemer of Macroeconomic Forecasting?

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ML-based Time Series Modelling with MARX

Philippe Goulet Coulombe 5/18/22 Philippe Goulet Coulombe 5/18/22

ML-based Time Series Modelling with MARX

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The number of trees in Random Forest is not a tuning parameter.

Philippe Goulet Coulombe 4/4/22 Philippe Goulet Coulombe 4/4/22

The number of trees in Random Forest is not a tuning parameter.

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Careful With That Axe: ML, Recursive Forecasting and IRFs

Philippe Goulet Coulombe 9/22/21 Philippe Goulet Coulombe 9/22/21

Careful With That Axe: ML, Recursive Forecasting and IRFs

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Econometricians Should Know About Double Descent

Philippe Goulet Coulombe 8/29/21 Philippe Goulet Coulombe 8/29/21

Econometricians Should Know About Double Descent

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Nietzsche on Tuning Deep Neural Nets

Philippe Goulet Coulombe 8/9/21 Philippe Goulet Coulombe 8/9/21

Nietzsche on Tuning Deep Neural Nets

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On the Convincing Evaluation of Macro Forecasting Models

Philippe Goulet Coulombe 6/16/21 Philippe Goulet Coulombe 6/16/21

On the Convincing Evaluation of Macro Forecasting Models

That would be useful.

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Cheap Trick Inference for ML Performance Evaluation and Variable Importance Calculations

Philippe Goulet Coulombe 6/15/21 Philippe Goulet Coulombe 6/15/21

Cheap Trick Inference for ML Performance Evaluation and Variable Importance Calculations

Who does not like t-tests?

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