Andrew J. Patton | DeepAI

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Featured Co-authors

Timo Dimitriadis
13 publications
Yasin Simsek
2 publications
Patrick Schmidt
1 publication

research

∙ 05/30/2023

Generalized Autoregressive Score Trees and Forests

We propose methods to improve the forecasts from generalized autoregress...

0 Andrew J. Patton, et al. ∙

research

∙ 10/28/2019

Testing Forecast Rationality for Measures of Central Tendency

Rational respondents to economic surveys may report as a point forecast ...

0 Timo Dimitriadis, et al. ∙