Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series

Chen, Jia orcid.org/0000-0002-2791-2486, Li, Degui orcid.org/0000-0001-6802-308X, Linton, Oliver et al. (1 more author) (2018) Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series. Journal of the American Statistical Association. pp. 919-932. ISSN 0162-1459

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Copyright, Publisher and Additional Information: © 2017 Informa UK Limited. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details.
Dates:
  • Published (online): 3 April 2017
  • Published: 6 June 2018
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Mathematics (York)
The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 04 Apr 2017 16:00
Last Modified: 21 May 2020 11:20
Published Version: https://doi.org/10.1080/01621459.2017.1302339
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1080/01621459.2017.1302339

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