Limit of the optimal weight in least squares model averaging with non-nested models
Fang Fang, Minhan Liu
| Year of publication: |
2020
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|---|---|
| Authors: | Fang, Fang ; Liu, Minhan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 196.2020, p. 1-4
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| Subject: | Asymptotic limit | Frequentist model averaging | Linear models | Mallows model averaging | Non-nested models | Modellierung | Scientific modelling | 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.econlet.2020.109586 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012510949