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Title
Optimal model averaging based on forward-validation
Authors
Keywords
Model averaging, Forward-validation, Asymptotic optimality, Forecasting, Minimum risk, Window size
Journal
JOURNAL OF ECONOMETRICS
Volume -, Issue -, Pages -
Publisher
Elsevier BV
Online
2022-05-21
DOI
10.1016/j.jeconom.2022.03.010
References
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