Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors

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DOI10.1080/07350015.2020.1813589MaRDI QIDQ75242FDO

Authors Xiufan Yu, Jiawei Yao, Lingzhou Xue

Publication date 12 October 2020

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)








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