Model averaging with averaging covariance matrix
Shangwei Zhao, Xinyu Zhang, Yichen Gao
| Year of publication: |
August 2016
|
|---|---|
| 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
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| Subject: | Asymptotic optimality | Heteroscedasticity | Model averaging | Korrelation | Correlation | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Heteroskedastizität | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.06.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011618420