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