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Boosting: why you can use the HP filter
Phillips, Peter C. B.; Shi, Zhentao - 2019
Persistent link: https://www.econbiz.de/10012132071
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A boosted HP filter for business cycle analysis : evidence from New Zealand's small open economy
Hall, Vivian Bruce; Thomson, Peter J. - 2022
Persistent link: https://www.econbiz.de/10013478538
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Predicting recessions with leading indicators : model averaging and selection over the business cycle
Berge, Travis J. - In: Journal of forecasting 34 (2015) 6, pp. 455-471
Persistent link: https://www.econbiz.de/10011343630
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Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak; Swanson, Norman R. - In: Journal of econometrics 178 (2014) 1, pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
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Non-homogeneous boosting for predictor selection in ensemble post-processing
Messner, Jakob W.; Mayr, Georg. J.; Zeileis, Achim - 2016
increasing numbers of input variables. This paper proposes a boosting algorithm to estimate the regression coefficients while …
Persistent link: https://www.econbiz.de/10011434081
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Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.; Shi, Zhentao - 2019
Persistent link: https://www.econbiz.de/10012062406
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Probabilistic time series forecasting with boosted additive models : an application to smart meter data
Ben Taieb, Souhaib; Huser, Raphael; Hyndman, Rob J.; … - 2015
Persistent link: https://www.econbiz.de/10011781252
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A comparison of AdaBoost algorithms for time series forecast combination
Barrow, Devon K.; Crone, Sven F. - In: International journal of forecasting 32 (2016) 4, pp. 1103-1119
Persistent link: https://www.econbiz.de/10011622109
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Boosting the HP filter for trending time series with long range dependence
Biswas, Eva; Sabzikar, Farzad; Phillips, Peter C. B. - 2022
Persistent link: https://www.econbiz.de/10013464252
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Machine learning advances for time series forecasting
Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - In: Journal of economic surveys 37 (2023) 1, pp. 76-111
Persistent link: https://www.econbiz.de/10014287800