Distribution theory of the least squares averaging estimator

Chu-An Liu

Year of publication:	2015
Authors:	Liu, Chu-An
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 186.2015, 1, p. 142-159
Subject:	Local asymptotic theory \| Model averaging \| Model selection \| Plug-in estimators \| Schätztheorie \| Estimation theory \| Kleinste-Quadrate-Methode \| Least squares method

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