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~isPartOf:"Finance and economics discussion series"
~isPartOf:"Research paper series / Stanford Graduate School of Business"
~person:"Clark, Todd E."
~source:"econis"
~subject:"Theory"
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Clark, Todd E.
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Combining forecasts from nested models
Clark, Todd E.
;
McCracken, Michael W.
-
2007
weights, but require
knowledge
of local-to-zero parameters that cannot be estimated consistently. We therefore simply use …
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