Model averaging by jackknife criterion in models with dependent data
Year of publication: |
2013
|
---|---|
Authors: | Zhang, Xinyu ; Wan, Alan T. K. ; Zou, Guohua |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 174.2013, 2, p. 82-94
|
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Bayes-Statistik | Bayesian inference |
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