Schultz Lindenmeyer, Guilherme; da Silva Torrent, Hudson - In: Computational Economics 64 (2023) 1, pp. 377-409
This paper aims to elaborate a treated data set and apply the boosting methodology to monthly Brazilian macroeconomic … performance of boosting models using P-Splines as base-learner are the ones that have the best results, especially the methodology … with two components: two-stage boosting. In addition, we conducted an analysis on a subgroup of variables with data …
