Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series (2018)
Attributed to:
The Centre for Microdata Methods and Practice
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1080/01621459.2017.1302339
Publication URI: http://dx.doi.org/10.1080/01621459.2017.1302339
Type: Journal Article/Review
Parent Publication: Journal of the American Statistical Association
Issue: 522