Uniejewski, B., & Maciejowska, K. (2022). LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling.
Chicago Style (17th ed.) CitationUniejewski, Bartosz, and Katarzyna Maciejowska. LASSO Principal Component Averaging -- a Fully Automated Approach for Point Forecast Pooling. 2022.
MLA (9th ed.) CitationUniejewski, Bartosz, and Katarzyna Maciejowska. LASSO Principal Component Averaging -- a Fully Automated Approach for Point Forecast Pooling. 2022.
Warning: These citations may not always be 100% accurate.