Trending time-varying coefficient market models
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DOI: 10.1080/14697688.2011.552918
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- Franses, Philip Hans, 1996. "Periodicity and Stochastic Trends in Economic Time Series," OUP Catalogue, Oxford University Press, number 9780198774549.
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- Yue, Mu & Li, Jialiang & Cheng, Ming-Yen, 2019. "Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 131(C), pages 222-234.
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