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Cross-validation for selecting the penalty factor in least squares model averaging
Fang, Fang, (2022)
Spatial weights matrix selection and model averaging for spatial autoregressive models
Zhang, Xinyu, (2018)
On the harm that pretesting does
Danilov, Dmitry L., (2001)
Model averaging by jackknife criterion in models with dependent data
Zhang, Xinyu, (2013)
A semiparametric generalized ridge estimator and link with model averaging
Ullah, Aman, (2017)
Kernel averaging estimators
Zhu, Rong, (2023)