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Machine Learning Methods for Demand Estimation.

We survey and apply several techniques from the statistical and computer science literature to the problem of demand estimation. To improve out-of-sample prediction accuracy, we propose a method of combining the underlying models via linear regression. Our method is robust to a large number of regre...

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Publicado en:American Economic Review Vol. 105; no. 5; pp. 481 - 486
Autores principales: Bajari, Patrick, Nekipelov, Denis, Ryan, Stephen P., Yang, Miaoyu
Formato: Artículo
Publicado: American Economic Association May2015
Materias:
Economic demand
Machine learning
Estimation theory
Mathematical models
Demand function
Big data
Regression analysis
Acceso en línea:Ver este registro en EBSCOhost