Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series

Jia Chen, Degui Li, Oliver Linton*, Zudi Lu

*Corresponding author for this work

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

54 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series'. Together they form a unique fingerprint.

Mathematics

Economics, Econometrics and Finance