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Penalized time-varying model averaging

Authors :
Yuying Sun
Yongmiao Hong
Shouyang Wang
Xinyu Zhang
Source :
Journal of Econometrics.
Publication Year :
2022
Publisher :
Elsevier BV, 2022.

Subjects

Subjects :
Economics and Econometrics
Applied Mathematics

Details

ISSN :
03044076
Database :
OpenAIRE
Journal :
Journal of Econometrics
Accession number :
edsair.doi...........953c35c78ae8d7e063efd869aa29647b

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