Out-of-sample predictability in predictive regressions with many predictor candidates (2023)
Abstract
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Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.ijforecast.2023.10.005
Publication URI: http://dx.doi.org/10.1016/j.ijforecast.2023.10.005
Type: Journal Article/Review
Parent Publication: International Journal of Forecasting