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Academia Sinica - Institute of Economics
Forecast combination, Local asymptotic theory, Plug-in estimators
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Forecast combination, Local asymptotic theory, Plug‐in estimators
local asymptotic theory, model averaging, model selection, plug-in estimators
Local asymptotic theory, Model averaging, Model selection, Plug-in estimators
Confidence Intervals, Inference Post-Model-Averaging, Jackknife Model Averaging, Mallows Model Averaging
Cross-Sectional Dependence, Common Correlated Effects, Model Selection, Plug-in Estimators
Model averaging, Model selection, Spectral density estimator
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