Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting with factor-augmented regression: a frequentist model averaging approach |
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Forecasting with factor-augmented regression: a frequentist model averaging approach (English)
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31 August 2015
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cross-validation
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factor models
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forecast combination
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generated regressors
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Mallows
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