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 1848616. - Vol. 174.2013, 2, p. 82-94
|
Saved in:
Saved in favorites
Similar items by person
-
A Semiparametric Generalized Ridge Estimator and Link with Model Averaging
Ullah, Aman, (2014)
-
Least squares model averaging by Mallows criterion
Wan, Alan T.K., (2010)
-
Robustness of Stein-type estimators under a non-scalar error covariance structure
Zhang, Xinyu, (2009)
- More ...