Author: Ng, Serena | Search Results | Academic Commons

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1. Boosting High Dimensional Predictive Regressions with Time Varying Parameters

: Ng, Serena
: 2021
: Software and Data (Information)
: EconomicsMacroeconomicsRegression analysisBoosting (Algorithms)

2. Principal Components Estimation and Identification of the Factors

: Bai, Jushan; Ng, Serena
: 2011
: Reports
: Economics