Showing 1 - 6 of 6
This paper applies component-wise boosting to the topic of regional economic forecasting. Component-wise boosting is a … combination with a large data set of monthly indicators, we show that boosting is generally doing a very good job in regional …, boosting outperforms our benchmark model for all the three regions considered. We also find that indicators that mirror the …
Persistent link: https://www.econbiz.de/10011584856
This paper looks into the ’fine print’ of boosting for economic forecasting. By using German industrial production for … selected by the boosting algorithm over time and four different forecasting horizons. It turns out that a number of hard … that never get chosen by the boosting approach at all. …
Persistent link: https://www.econbiz.de/10011431219
This paper applies component-wise boosting to the topic of regional economic forecasting. Component-wise boosting is a … combination with a large data set of monthly indicators, we show that boosting is generally doing a very good job in regional …, boosting outperforms our benchmark model for all the three regions considered. We also find that indicators that mirror the …
Persistent link: https://www.econbiz.de/10011557750
This paper looks into the 'fine print' of boosting for economic forecasting. By using German industrial production for … selected by the boosting algorithm over time and four different forecasting horizons. It turns out that a number of hard … that never get chosen by the boosting approach at all. …
Persistent link: https://www.econbiz.de/10011411839
Persistent link: https://www.econbiz.de/10011702145
Persistent link: https://www.econbiz.de/10011689682