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)
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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