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Department of Economics | |
Bruce E. HansenModel Selection, Averaging, and Machine LearningUniversity of Crete, July 22-27, 2019Lectures Lecture 1: Model Selection Lecture 2: Model Selection and Averaging Lecture 3: Model Averaging and Stein Shrinkage Lecture 4: Forecast Combination Lecture 5: Machine Learning Links bruce.hansen@wisc.edu Bruce Hansen's webpage Hansen's Programs and Data ECONOMETRICS (draft graduate textbook) |
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