How useful is bagging in forecasting economic time series? : a case study of U. S. consumer price inflation
Year of publication: |
2008
|
---|---|
Authors: | Inoue, Atsushi ; Kilian, Lutz |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 103.2008, 482, p. 511-522
|
Subject: | Inflation | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach | Schätzung | Estimation |
-
How useful is bagging in forecasting economic time series? : A case study of US CPI inflation
Inoue, Atsushi, (2005)
-
Jumah, Adusei, (2008)
-
Jumah, Adusei, (2008)
- More ...
-
In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi, (2002)
-
Bootstrapping smooth functions of slope parameters and innovation variances in VAR (∞) models
Inoue, Atsushi, (1999)
-
Inoue, Atsushi, (2003)
- More ...