Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the euro area and Germany
Year of publication: |
2014
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Authors: | Wohlrabe, Klaus ; Buchen, Teresa |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 33.2014, 4, p. 231-242
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Subject: | macroeconomic forecasting | component-wise boosting | large datasets | variable selection | model selection criteria | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | Deutschland | Germany | USA | United States | Frühindikator | Leading indicator | EU-Staaten | EU countries | Schätzung | Estimation | Makroökonometrie | Macroeconometrics | Eurozone | Euro area | Zeitreihenanalyse | Time series analysis |
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