Penalized time-varying model averaging

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Publication:6108303

DOI10.1016/j.jeconom.2022.09.007MaRDI QIDQ6108303

Yongmiao Hong, Xinyu Zhang, Yuying Sun, Shou-Yang Wang

Publication date: 29 June 2023

Published in: Journal of Econometrics (Search for Journal in Brave)




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