Least Squares Model Averaging

DOI10.1111/J.1468-0262.2007.00785.XMaRDI QIDQ134086FDO

Authors Bruce E. Hansen

Publication date July 2007

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1468-0262.2007.00785.X

Cited in

(2)

• ForecastComb
• MSGARCHelm

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