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rationality of aggregate stock-market forecasts. The BRT algorithm endogenously selects the predictor variables used to proxy the …
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This paper used cross-sectional aggregation as the inspiration for a model with long-range dependence that arises in …
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-sectional aggregation. Nonetheless, formal analysis regarding the effect that aggregation has on the long memory dynamics of temperature … aggregation may be exacerbating the long memory estimated in regional and global temperature data. The results are robust to the …
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