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de Brito, D.A. and Artes, R. (2018) Application of Bayesian Additive Regression Trees in the Development of Credit Scoring Models in Brazil. Production, 28, e20170110.
https://doi.org/10.1590/0103-6513.20170110

has been cited by the following article:

• TITLE: Measuring Causal Effect with ARDL-BART: A Macroeconomic Application

  AUTHORS: Pegah Mahdavi, Mohammad Ali Ehsani, Daniel Felix Ahelegbey, Mehrnaz Mohammadpour

  KEYWORDS: BART Model, Non Parametric Modeling, Machine Learning, Regression Trees, Bayesian Network VAR

  JOURNAL NAME: Applied Mathematics, Vol.15 No.4, April 30, 2024

  ABSTRACT: Modeling dynamic systems with linear parametric models usually suffer limitation which affects forecasting performance and policy implications. This paper advances a non-parametric autoregressive distributed lag model that employs a Bayesian additive regression tree (BART). The performance of the BART model is compared with selection models like Lasso, Elastic Net, and Bayesian networks in simulation experiments with linear and non-linear data generating processes (DGP), and on US macroeconomic time series data. The results show that the BART model is quite competitive against the linear parametric methods when the DGP is linear, and outperforms the competing methods when the DGP is non-linear. The empirical results suggest that the BART estimators are generally more efficient than the traditional linear methods when modeling and forecasting macroeconomic time series.