Least Squares Model Averaging by Prediction Criterion
Year of publication: |
2012-11
|
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Authors: | Xie, Tian |
Institutions: | Economics Department, Queen's University |
Subject: | Model Averaging | MAPC | Convex Optimization | Optimality | Statistical Inference |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 1299 41 pages |
Classification: | C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; O40 - Economic Growth and Aggregate Productivity. General |
Source: |
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