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to the fit. Using data for the United States, the euro area and Germany, we assess the performance of boosting when …
Persistent link: https://www.econbiz.de/10010491104
Persistent link: https://www.econbiz.de/10010424821
to the fit. Using data for the United States, the euro area and Germany, we assess the performance of boosting when …
Persistent link: https://www.econbiz.de/10009721997
Persistent link: https://www.econbiz.de/10012310897
effects on investment in Germany are ambiguous: While some firms substitute between investment locations, others expand in …
Persistent link: https://www.econbiz.de/10012251340
to the fit. Using data for the United States, the euro area and Germany, we assess the performance of boosting when …
Persistent link: https://www.econbiz.de/10013085278
Die Vereinigten Staaten von Amerika haben sich im ersten Amtsjahr von Donald Trump von ihren westlichen Verbündeten entfremdet. Das zeigt eine Studie des ifo Instituts, die das Abstimmungsverhalten in der UN-Generalversammlung von den Ländern der G 7, NATO, OECD und WEOG analysiert. Die...
Persistent link: https://www.econbiz.de/10011878300
This paper evaluates the forecast performance of boosting, a variable selection device, and compares it with the forecast combination schemes and dynamic factor models presented in Stock and Watson (2006). Using the same data set and comparison methodology, we find that boosting is a serious...
Persistent link: https://www.econbiz.de/10008757436
Persistent link: https://www.econbiz.de/10009303207
This paper looks into the 'fine print' of boosting for economic forecasting. By using German industrial production for the period from 1996 to 2014 and a data set consisting of 175 monthly indicators, we evaluate which indicators get selected by the boosting algorithm over time and four...
Persistent link: https://www.econbiz.de/10011411839