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~person:"Kilian, Lutz"
~isPartOf:"Econometric Society 2004 North American Summer Meetings"
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Bagging Time Series Models
Kilian, Lutz
;
Inoue, Atsushi
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Econometric Society
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2004
greatly redcues the prediction mean squared error of forecasts of U.S. CPI
inflation
at horizons of one month and one year …
Persistent link: https://www.econbiz.de/10005342193
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