Boosting high dimensional predictive regressions with time varying parameters
Work
Year: 2020
Type: article
Source: Journal of Econometrics
Authors Kashif Yousuf, Serena Ng
Institution Columbia University
Cites: 119
Cited by: 30
Related to: 10
FWCI: 9.3
Citation percentile (by year/subfield): 96.27
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: bronze
Funder National Science Foundation
Grant ID SES-1558623