Abstract Es wird gezeigt, dass die Befragung zum DGB-Index „Gute Arbeit“ Ergebnisse liefert, die mit denen der BIBB/BAuA-Erwerbstätigenbefragung grundsätzlich vergleichbar sind. Trotz ähnlicher Konzeption und teils sehr ähnlicher Fragestellungen weisen die Analysen allerdings darauf hin,...

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...

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...

This paper proposes two consistent model selection procedures for factor-augmented regressions in finite samples. We first demonstrate that the usual cross-validation is inconsistent, but that a generalization, leave-d-out cross-validation, selects the smallest basis for the space spanned by the...