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Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach

Fuente: arXiv

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Bibliographic Details
Main Authors:	Fan, Rui, Lee, Ji Hyung, Shin, Youngki
Format:	Preprint
Published:	2021
Subjects:	Econometrics Methodology
Online Access:	Acceder al recurso
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