Zhong-Guan-Cun-Dong-Lu 55, Haidian District
Beijing, 100080, P.R., Beijing 100080
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Asymptotic optimality, Cross-validation, Model averaging, Weight convergence.
Asymptotic optimality; K-fold cross-validation; Integer-valued autoregressive models; Maximum likelihood; Model averaging.
Synthetic control method; Model averaging; Asymptotic optimality; Linear factor model; Policy evaluation
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