A flexible predictive density combination for large financial data sets in regular and crisis periods

dc.contributor.author	Casarin, Roberto
dc.contributor.author	Grassi, Stefano
dc.contributor.author	Ravazzolo, Francesco
dc.contributor.author	Dijk, Herman K. van
dc.date.accessioned	2024-07-12T10:42:16Z
dc.date.available	2024-07-12T10:42:16Z
dc.date.issued	2023
dc.identifier.issn	0304-4076
dc.identifier.uri	https://thuvienso.hoasen.edu.vn/handle/123456789/15469
dc.description.tableofcontents	Journal of Econometrics, Vol. 237, 2023; PP. 1-12 https://doi.org/10.1016/j.jeconom.2022.11.004	vi
dc.language.iso	en	vi
dc.publisher	Elsevier	vi
dc.subject	Density combination	vi
dc.subject	Dynamic factor models	vi
dc.subject	Nonlinear state-space	vi
dc.title	A flexible predictive density combination for large financial data sets in regular and crisis periods	vi
dc.type	Article	vi