Heteroscedasticity-robust model screening : a useful toolkit for model averaging in big data analytics
Tian Xie
| Year of publication: |
February 2017
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|---|---|
| Authors: | Xie, Tian |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 151.2017, p. 119-122
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| Subject: | Model screening | Model averaging | Big data analytics | Big Data | Big data | Data Mining | Data mining | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.12.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011742147