Time-varying forecast combination for high-dimensional data
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Publication:6090590
DOI10.1016/j.jeconom.2023.01.024arXiv2010.10435OpenAlexW3094064655MaRDI QIDQ6090590
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Publication date: 17 November 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.10435
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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