Model averaging based on leave-subject-out cross-validation
Yan Gao, Xinyu Zhang, Shouyang Wang, Guohua Zou
| Year of publication: |
May 2016
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|---|---|
| Authors: | Gao, Yan ; Zhang, Xinyu ; Wang, Shouyang ; Zou, Guohua |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 1, p. 139-151
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| Subject: | Asymptotic optimality | Leave-subject-out cross-validation | Longitudinal data | Model averaging | Time series | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.07.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011616012