How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation
Year of publication: |
2005-10
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Authors: | Inoue, Atsushi ; Kilian, Lutz |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | Bayesian model averaging | bootstrap aggregation | factor models | forecast combination | forecast model selection | pre-testing | shrinkage estimation |
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Inoue, Atsushi, (2004)
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Kilian, Lutz, (2004)
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