Correcting sample selection bias with model averaging for consumer demand forecasting
Year of publication: |
2023
|
---|---|
Authors: | Zhao, Shangwei ; Xie, Tian ; Ai, Xin ; Yang, Guangren ; Zhang, Xinyu |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 123.2023, p. 1-8
|
Subject: | Asymptotic optimality | Consumer demand forecasting | Model averaging | Sample selection bias | Prognoseverfahren | Forecasting model | Stichprobenerhebung | Sampling | Systematischer Fehler | Bias | Nachfrage | Demand | Konsumtheorie | Consumption theory | Bayes-Statistik | Bayesian inference |
-
Forecast combination for VARs in large N and T panels
Greenaway-McGrevy, Ryan, (2022)
-
Model averaging prediction by K-fold cross-validation
Zhang, Xinyu, (2023)
-
Sun, Yuying, (2021)
- More ...
-
On the dominance of Mallows model averaging estimator over ordinary least squares estimator
Zhang, Xinyu, (2016)
-
Model averaging with averaging covariance matrix
Zhao, Shangwei, (2016)
-
A class of model averaging estimators
Zhao, Shangwei, (2018)
- More ...