16-073/III - Forecasting Using Random Subspace Methods

  • Authors
    Tom Boot, Erasmus University Rotterdam, the Netherlands; Didier Nibbering, Erasmus University Rotterdam, the Netherlands
  • Publication date
    September 6, 2016
  • Keywords
    dimension reduction, forecasting, random subspace
  • JEL
    C32, C38, C53, C55
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