Mallows Model Averaging Estimator for the MIDAS Model with Almon Polynomial Weight

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/85601

Title:	Mallows Model Averaging Estimator for the MIDAS Model with Almon Polynomial Weight
Authors:	Wong Hsin-Chieh Wen-Jen Tsay
Issue Date:	2022
Relation:	Statistica Sinica 32(4), 1811-1833
URI:	http://ir.sinica.edu.tw/handle/201000000A/85601
ISSN:	http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=Drexel&SrcApp=hagerty_opac&KeyRecord=1017-0405&DestApp=JCR&RQ=IF_CAT_BOXPLOT
Appears in Collections:	經濟研究所

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