Open AccessForecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version
Author(s) -
Xu Cheng,
Bruce E. Hansen
Publication year - 2013
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2343103
Subject(s) - frequentist inference , econometrics , statistics , regression , regression analysis , mathematics , bayesian probability , bayesian inference
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