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  • Search: subject:"Mallows criterion"
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Year of publication
Subject
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Mallows criterion 14 Bayes-Statistik 8 Bayesian inference 8 model averaging 7 Estimation theory 6 Modellierung 6 Schätztheorie 6 Scientific modelling 6 model selection 6 Forecasting model 5 Prognoseverfahren 5 shrinkage 5 Bias 4 Systematischer Fehler 4 Theorie 4 Theory 4 Time series analysis 4 Zeitreihenanalyse 4 tuning parameter choice 4 Exchange rate 3 Meta-Analyse 3 Meta-analysis 3 Wechselkurs 3 meta-analysis 3 publication biases 3 Asymptotic optimality 2 Bayesian Model Averaging 2 Bayesian model averaging 2 Frequentist Model Average 2 Mallows Criterion 2 Meta-Analysis 2 Model averaging 2 Panel 2 Panel study 2 Publication Biases 2 Regression analysis 2 Regressionsanalyse 2 VAR model 2 VAR-Modell 2 cryptocurrencies 2
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Online availability
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Free 9 Undetermined 8 CC license 1
Type of publication
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Article 12 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 10 Aufsatz in Zeitschrift 10 Working Paper 5 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article 2
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Language
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English 17
Author
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Cheung, Yin-Wong 5 Wang, Wenhao 5 Sun, Yiguo 4 Xiao, Hui 4 Greenaway-McGrevy, Ryan 3 Zhang, Xinyu 2 Anatolyev, Stanislav 1 Gao, Yan 1 Hood, Kyle K. 1 Liang, Hua 1 Liao, Jun 1 Skolkova, Alena 1 Tu, Yundong 1 Wang, Haiying 1 Xie, Xinling 1 Zhu, Rong 1 Zou, Guohua 1
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Published in...
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Econometric reviews 2 Journal of Risk and Financial Management 2 Journal of risk and financial management : JRFM 2 CESifo Working Paper 1 CESifo working papers 1 Economics letters 1 International journal of forecasting 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of econometrics 1 Journal of international commerce, economics and policy 1 Regional studies : official journal of the Regional Studies Association 1 Working Paper 1 Working paper series / CERGE-EI 1 Working papers of the Institute of Empirical Economic Research 1
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Source
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ECONIS (ZBW) 13 EconStor 4
Showing 1 - 10 of 17
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Model averaging with ridge regularization
Skolkova, Alena - 2023
Persistent link: https://www.econbiz.de/10014317815
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A scalable frequentist model averaging method
Zhu, Rong; Wang, Haiying; Zhang, Xinyu; Liang, Hua - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1228-1237
Persistent link: https://www.econbiz.de/10014448614
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Forecasting vector autoregressions with mixed roots in the vicinity of unity
Tu, Yundong; Xie, Xinling - In: Econometric reviews 42 (2023) 7, pp. 556-585
Persistent link: https://www.econbiz.de/10014321655
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Forecasting the returns of cryptocurrency: A model averaging approach
Xiao, Hui; Sun, Yiguo - In: Journal of Risk and Financial Management 13 (2020) 11, pp. 1-15
This paper aims to enrich the understanding and modelling strategies for cryptocurrency markets by investigating major cryptocurrencies' returns determinants and forecast their returns. To handle model uncertainty when modelling cryptocurrencies, we conduct model selection for an autoregressive...
Persistent link: https://www.econbiz.de/10012611490
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Forecasting the returns of cryptocurrency : a model averaging approach
Xiao, Hui; Sun, Yiguo - In: Journal of risk and financial management : JRFM 13 (2020) 11/278, pp. 1-15
This paper aims to enrich the understanding and modelling strategies for cryptocurrency markets by investigating major cryptocurrencies´ returns determinants and forecast their returns. To handle model uncertainty when modelling cryptocurrencies, we conduct model selection for an autoregressive...
Persistent link: https://www.econbiz.de/10012388749
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A Jackknife Model Averaging analysis of RMB misalignment estimates
Cheung, Yin-Wong; Wang, Wenhao - 2019
We adopt the Jackknife Model Averaging (JMA) technique to conduct a meta-regression analysis of 925 renminbi (RMB) misalignment estimates generated by 69 studies. The JMA method accounts for model selection and sampling uncertainties, and allows for non-nested model specifications and...
Persistent link: https://www.econbiz.de/10012271922
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On tuning parameter selection in model selection and model averaging: A Monte Carlo study
Xiao, Hui; Sun, Yiguo - In: Journal of Risk and Financial Management 12 (2019) 3, pp. 1-16
Model selection and model averaging are popular approaches for handling modeling uncertainties. The existing literature offers a unified framework for variable selection via penalized likelihood and the tuning parameter selection is vital for consistent selection and optimal estimation. Few...
Persistent link: https://www.econbiz.de/10012611180
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A Jackknife Model Averaging Analysis of RMB Misalignment Estimates
Cheung, Yin-Wong; Wang, Wenhao - 2019
We adopt the Jackknife Model Averaging (JMA) technique to conduct a meta-regression analysis of 925 renminbi (RMB) misalignment estimates generated by 69 studies. The JMA method accounts for model selection and sampling uncertainties, and allows for non-nested model specifications and...
Persistent link: https://www.econbiz.de/10012141041
Saved in:
Cover Image
A Jackknife Model Averaging analysis of RMB misalignment estimates
Cheung, Yin-Wong; Wang, Wenhao - 2019
We adopt the Jackknife Model Averaging (JMA) technique to conduct a meta-regression analysis of 925 renminbi (RMB) misalignment estimates generated by 69 studies. The JMA method accounts for model selection and sampling uncertainties, and allows for non-nested model specifications and...
Persistent link: https://www.econbiz.de/10012060613
Saved in:
Cover Image
A Jackknife Model Averaging analysis of RMB misalignment estimates
Cheung, Yin-Wong; Wang, Wenhao - 2019
We adopt the Jackknife Model Averaging (JMA) technique to conduct a meta-regression analysis of 925 renminbi (RMB) misalignment estimates generated by 69 studies. The JMA method accounts for model selection and sampling uncertainties, and allows for non-nested model specifications and...
Persistent link: https://www.econbiz.de/10012103616
Saved in:
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