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20222026
most citedLASSO Principal Component Averaging -- a fully automated approach for point forecast pooling

19 citations · 43 across the 9 of their papers we have counts for

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stat.ME2022

Identification testing via sample splitting -- an application to Structural VAR models

Katarzyna Maciejowska

In this article, a novel identification test is proposed, which can be applied to parameteric models such as Mixture of Normal (MN) distributions, Markow Switching(MS), or Structur…