@article{Wong2023, author = {Wong, Hsin-Chieh and Tsay, Wen-Jen}, doi = {10.5705/ss.202020.0264}, journal = {Statistica Sinica}, month = {jan}, title = {Mallows Model Averaging Estimator for the MIDAS Model with Almon Polynomial Weight}, url = {https://oadoi.org/10.5705/ss.202020.0264}, year = {2023} }