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Latest revision as of 23:42, 19 March 2024

scientific article; zbMATH DE number 7565897
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English
Model averaging in predictive regressions
scientific article; zbMATH DE number 7565897

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    Model averaging in predictive regressions (English)
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    2 August 2022
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    forecast combination
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    local asymptotic theory
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    plug-in estimators
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