5 citations · 8 across the 8 of their papers we have counts for
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stat.ME2023★ 1 cited
Hedging Forecast Combinations With an Application to the Random Forest
Elliot Beck, Damian Kozbur, Michael Wolf
This papers proposes a generic, high-level methodology for generating forecast combinations that would deliver the optimal linearly combined forecast in terms of the mean-squared f…
stat.ME2014
Inference in High Dimensional Panel Models with an Application to Gun Control
Alexandre Belloni, Victor Chernozhukov, Christian Hansen +1
We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in a high dimensional setting. The setting allows the number of…