Complete subset regressions
Year of publication: |
2013
|
---|---|
Authors: | Elliott, Graham ; Gargano, Antonio ; Timmermann, Allan |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 177.2013, 2, p. 357-373
|
Publisher: |
Elsevier |
Subject: | Subset regression | Forecast combination | Shrinkage |
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