How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation (Q3632659)

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How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation
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    How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation (English)
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    12 June 2009
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    Bayesian model averaging
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    bootstrap aggregation
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    factor model
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    forecast combination
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    forecasting model selection
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    pre testing
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    shrinkage estimation
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