AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME‐SERIES ECONOMETRICS
Author:
Affiliation:
1. Danske Bank and CREATES Laksegade 8, 1063 København K, Denmark
Publisher
Wiley
Subject
Economics and Econometrics
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/joes.12410
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