Frequentist model averaging for multinomial and ordered logit models
Year of publication: |
2013
|
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Authors: | Wan, Alan T. K. ; Zhang, Xinyu ; Wang, Shouyang |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2013, 1, p. 118-128
|
Subject: | Asymptotic squared error | Local mis-specification | Model screening | Monte Carlo | Plug-in estimator | Schätztheorie | Estimation theory | Logit-Modell | Logit model | Monte-Carlo-Simulation | Monte Carlo simulation |
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