Nonparametric Estimation and Conformal Inference of the Sufficient Forecasting With a Diverging Number of Factors
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Publication:75242
DOI10.1080/07350015.2020.1813589MaRDI QIDQ75242FDOQ75242
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)
Cited In (1)
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