Variable selection in partially time-varying coefficient models
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10485250902912694
Reference31 articles.
1. Analysis of Financial Time Series
2. Asset Pricing with Conditioning Information: A New Test
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3. Variable selection for partially time-varying coefficient error-in-variables models;Statistics;2015-08-20
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