Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany
Year of publication: |
2013
|
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Authors: | Buchen, Teresa ; Wohlrabe, Klaus |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | macroeconomic forecasting | component-wise boosting | large datasets | variable selection | model selection criteria |
Series: | CESifo Working Paper ; 4148 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 739799460 [GVK] hdl:10419/70933 [Handle] |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; E37 - Forecasting and Simulation |
Source: |
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Buchen, Teresa, (2013)
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Buchen, Teresa, (2014)
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Wohlrabe, Klaus, (2014)
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