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component-wise boosting
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large datasets
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macroeconomic forecasting
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model selection criteria
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variable selection
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Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany
Buchen, Teresa
;
Wohlrabe, Klaus
-
CESifo
-
2013
linear specification, becomes a
variable
selection
device that iteratively adds the predictors with the largest contribution …
Persistent link: https://www.econbiz.de/10010627573
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