Model averaging in predictive regressions (Q5093939)
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scientific article; zbMATH DE number 7565897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model averaging in predictive regressions |
scientific article; zbMATH DE number 7565897 |
Statements
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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