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Time-varying forecast combination for factor-augmented regressions with smooth structural changes - MaRDI portal

Time-varying forecast combination for factor-augmented regressions with smooth structural changes

From MaRDI portal
Publication:6199635

DOI10.1016/j.jeconom.2024.105693MaRDI QIDQ6199635

Yongmiao Hong, Qitong Chen, Haiqi Li

Publication date: 21 March 2024

Published in: Journal of Econometrics (Search for Journal in Brave)






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