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Forecasting Aggregates with Disaggregate Variables : Does Boosting Help to Select the Most Relevant Predictors?

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Forecasting Aggregates with Disaggregate Variables : Does Boosting Help to Select the Most Relevant Predictors?

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ZENG, Jing, 2014. Forecasting Aggregates with Disaggregate Variables : Does Boosting Help to Select the Most Relevant Predictors?

@techreport{Zeng2014Forec-29225.1, series={Working Paper Series / Department of Economics}, title={Forecasting Aggregates with Disaggregate Variables : Does Boosting Help to Select the Most Relevant Predictors?}, url={https://ideas.repec.org/p/knz/dpteco/1420.html}, year={2014}, number={2014-20}, author={Zeng, Jing} }

 

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