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~institution:"Econometric Society"
~person:"Arvanitis, Spyridon"
~person:"Ferreira, Francisco H. G."
~person:"Kilian, Lutz"
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Arvanitis, Spyridon
Ferreira, Francisco H. G.
Kilian, Lutz
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Bagging Time Series Models
Kilian, Lutz
;
Inoue, Atsushi
-
Econometric Society
-
2004
regression model and provide asymptotic justification for the bagging predictor. A
simulation
study shows that bagging tends to …
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