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scientific article; zbMATH DE number 7601218
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scientific article; zbMATH DE number 7601218

    Statements

    author
    Hsin-Chieh Wong
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    Wen-Jen Tsay
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    publication date
    13 October 2022
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    zbMATH Keywords
    aggregate impact parameter
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    asymptotic optimality
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    model averaging
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    semiparametric MIDAS model
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    Identifiers

    zbMATH DE Number
    7601218
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