Boosting high dimensional predictive regressions with time varying parameters
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Publication:2043255
Cites work
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- scientific article; zbMATH DE number 5142517 (Why is no real title available?)
- scientific article; zbMATH DE number 5056247 (Why is no real title available?)
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Cited in
(12)- Modeling tail risks of inflation using unobserved component quantile regressions
- Time-varying predictability of the long horizon equity premium based on semiparametric regressions
- scientific article; zbMATH DE number 5056247 (Why is no real title available?)
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- Estimating and testing for smooth structural changes in moment condition models
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- Time-varying spatio-temporal models by wavelets
- Model averaging for time-varying vector autoregressions
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