Consistency of model averaging estimators
Xinyu Zhang (International School of Economics and Management, Capital University of Economics and Business, Beijing ; Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing)
| Year of publication: |
May 2015
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|---|---|
| Authors: | Zhang, Xinyu |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 130.2015, p. 120-123
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| Subject: | Consistency | Jackknife model averaging | Mallows model averaging | Smoothed AIC | Smoothed BIC | Schätztheorie | Estimation theory | Modellierung | Scientific modelling | Bayes-Statistik | Bayesian inference | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2015.03.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011422458