Bagging Time Series Models
Year of publication: |
2004-03
|
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Authors: | Inoue, Atsushi ; Kilian, Lutz |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | bootstrap aggregation | forecasting | model selection | pre-testing |
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Kilian, Lutz, (2004)
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How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation
Inoue, Atsushi, (2005)
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In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
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