Model averaging with averaging covariance matrix
Year of publication: |
August 2016
|
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Authors: | Zhao, Shangwei ; Zhang, Xinyu ; Gao, Yichen |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 145.2016, p. 214-217
|
Subject: | Asymptotic optimality | Heteroscedasticity | Model averaging | Korrelation | Correlation | Schätztheorie | Estimation theory | Heteroskedastizität | Bayes-Statistik | Bayesian inference | Modellierung | Scientific modelling |
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