Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series

By Jia Chen, Degui Li, Oliver B. Linton, Zudi Lu. 2018

63 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/021af313ed59b97e5fc422a3bed7209a344679ce