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Nonparametric estimation of the random coefficients model : an
elastic
net
approach
Heiss, Florian
;
Hetzenecker, Stephan
;
Osterhaus, Maximilian
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 299-321
Persistent link: https://www.econbiz.de/10013441885
Saved in:
2
Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
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