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Adjusting Band-Regression Estimators for Prediction: Shrinkage and Downweighting

by Erhard Reschenhofer and Marek Chudy

International Journal of Econometrics and Financial Management. 2015, 3(3), 121-130. DOI: 10.12691/ijefm-3-3-3
Pub. Date: June 07, 2015Views: 9089 Downloads: 7716Like: 5

forecasting optimal weights band regression shrinkage fractional degrees of freedom

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