Model averaging for asymptotically optimal combined forecasts
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Publication:6108268
DOI10.1016/j.jeconom.2022.06.003MaRDI QIDQ6108268
Publication date: 29 June 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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