Forecasting using cross-section average-augmented time series regressions
Karabiyik, H and Westerlund, Joakim 2021, Forecasting using cross-section average-augmented time series regressions, Econometrics Journal, vol. 24, no. 2, pp. 315-333, doi: 10.1093/ectj/utaa031.
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Forecasting using cross-section average-augmented time series regressions
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