Generalized Forecast Averaging in Autoregressions with a Near Unit Root (Q5083250)

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scientific article; zbMATH DE number 7546387
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    Generalized Forecast Averaging in Autoregressions with a Near Unit Root
    scientific article; zbMATH DE number 7546387

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      Generalized Forecast Averaging in Autoregressions with a Near Unit Root (English)
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      22 June 2022
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      model averaging
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      local to unity
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      generalized least squares
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      forecast combination
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