Forecasting with many predictors: Is boosting a viable alternative?

This paper evaluates the forecast performance of boosting in comparison to the forecast combination schemes and dynamic factor models presented in Stock and Watson (2006). We find that boosting is a serious competitor for forecasting US industrial production.

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Year of publication:	2011
Authors:	Buchen, Teresa ; Wohlrabe, Klaus
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 113.2011, 1, p. 16-18
Publisher:	Elsevier
Subject:	Forecasting Boosting Large datasets

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009275184