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A flexible predictive density combination model for large financial data sets in regular and crisis periods
Casarin, Roberto, (2022)
A flexible predictive density combination for large financial data sets in regular and crisis periods
Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules
Zhu, Yanli, (2019)
Optimal Estimation Under Nonstandard Conditions
Ploberger, Werner, (2010)
Optimal estimation under nonstandard conditions
Concepts and illustrations
Phillips, Peter C. B., (1991)