Complete subset regressions

Graham Elliott (), Antonio Gargano and Allan Timmermann

University of California at San Diego, Economics Working Paper Series from Department of Economics, UC San Diego

Keywords: Subset regression; Forecast combination; Shrinkage; Statistics; Applied Economics; Econometrics (search for similar items in EconPapers)
Date: 2013-12-01
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Citations: View citations in EconPapers (128)

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