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Demand Estimation with Machine Learning and Model Combination

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NBER2015-02-01 更新2025-01-04 收录
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https://www.nber.org/papers/w20955
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We survey and apply several techniques from the statistical and computer science literature to the problem of demand estimation. We derive novel asymptotic properties for several of these models. To improve out-of-sample prediction accuracy and obtain parametric rates of convergence, we propose a
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2015-02-01
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