Discussion paper DP5304 How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation Lutz Kilian Atsushi Inoue 23 Oct 2005 International Macroeconomics C22 C52 C53
Discussion paper DP4333 Bagging Time Series Models Lutz Kilian Atsushi Inoue 23 Mar 2004 International Macroeconomics C22 C52 C53
Discussion paper DP3809 On the Selection of Forecasting Models Lutz Kilian Atsushi Inoue 23 Mar 2003 International Macroeconomics C22 C52 C53
Discussion paper DP3671 In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? Lutz Kilian Atsushi Inoue 20 Dec 2002 International Macroeconomics C12 C22 C52