标题
Optimal model averaging based on forward-validation
作者
关键词
Model averaging, Forward-validation, Asymptotic optimality, Forecasting, Minimum risk, Window size
出版物
JOURNAL OF ECONOMETRICS
Volume -, Issue -, Pages -
出版商
Elsevier BV
发表日期
2022-05-21
DOI
10.1016/j.jeconom.2022.03.010
参考文献
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