Showing 51 - 60 of 221,576
The use of large datasets for macroeconomic forecasting has received a great deal of interest recently. Boosting is one possible method of using high-dimensional data for this purpose. It is a stage-wise additive modelling procedure, which, in a linear specification, becomes a variable selection...
Persistent link: https://www.econbiz.de/10009721997
Persistent link: https://www.econbiz.de/10009680967
Many empirical studies have shown that factor models produce relatively accurate forecasts compared to alternative short-term forecasting models. These empirical findings have been established for different macroeconomic data sets and different forecast horizons. However, various specifications...
Persistent link: https://www.econbiz.de/10010395082
Persistent link: https://www.econbiz.de/10010376924
Persistent link: https://www.econbiz.de/10010420111
Persistent link: https://www.econbiz.de/10010423520
Persistent link: https://www.econbiz.de/10010424821
Persistent link: https://www.econbiz.de/10010424837
Persistent link: https://www.econbiz.de/10010424841
Persistent link: https://www.econbiz.de/10008778649