Model averaging based on generalized method of moments
Weiwei Wang, Qi Zhang, Xinyu Zhang, Xinmin Li
| Year of publication: |
2021
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|---|---|
| Authors: | Wang, Weiwei ; Zhang, Qi ; Zhang, Xinyu ; Li, Xinmin |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 200.2021, p. 1-5
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| Subject: | Asymptotic optimality | Cross-validation criterion | Generalized method of moments | Model averaging | Momentenmethode | Method of moments | 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.2021.109735 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012605966