Jackknife model averaging for quantile regressions
Xun Lu, Liangjun Su
| Year of publication: |
September 2015
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|---|---|
| Authors: | Lu, Xun ; Su, Liangjun |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 188.2015, 1, p. 40-58
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| Subject: | Final prediction error | High dimensionality | Model averaging | Model selection | Misspecification | Quantile regression | Regressionsanalyse | Regression analysis | Modellierung | Scientific modelling | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2014.11.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011500249