Boosting high dimensional predictive regressions with time varying parameters (Q2043255): Difference between revisions

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+Determining the Number of Factors in Approximate Factor Models
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+Consistent factor estimation in dynamic factor models with structural instability
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+Testing for structural breaks in dynamic factor models
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+Boosting for high-dimensional linear models
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+LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION
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+Publication:2043255