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  • Search: subject:"frequentist model averaging"
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Subject
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frequentist model averaging 6 Monte Carlo simulations 3 WALS 3 adaptive lasso 3 confidence intervals 3 growth regressions 3 post-selection estimators 3 prediction intervals 3 Estimation theory 2 Forecasting model 2 Frequentist model averaging 2 Linear model 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Prognoseverfahren 2 Schätztheorie 2 economic convergence 2 economic growth 2 principal components augmented regression 2 310 Statistik 1 Akaike weights 1 Akaike-Gewichte 1 Bayesian model averaging 1 Bayesianische Modellmittelung (BMA) 1 Bootstrap 1 Economics and Management Science 1 Empirische Methode 1 Growth regressions 1 Inference 1 LCB 020 1 Messung 1 Model selection 1 Model selection probability 1 Model uncertainty 1 Modellauswahl 1 Modellauswahlwahrscheinlichkeit 1 Modellierung 1 Modellunsicherheit 1 Post-model-selection Schätzung 1 Post-model-selection estimation 1
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Online availability
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Free 8
Type of publication
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Book / Working Paper 6 Article 2
Type of publication (narrower categories)
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Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article 1 Thesis 1
Language
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English 7 Undetermined 1
Author
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Hlouskova, Jaroslava 4 Wagner, Martin 4 De Luca, Giuseppe 3 Magnus, Jan R. 3 Peracchi, Franco 3 Nguefack Tsague, Georges Lucioni Edison 1
Institution
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Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1
Published in...
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Discussion paper / Tinbergen Institute 1 EIEF working paper 1 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Reihe Ökonomie / Economics Series 1 Swiss Journal of Economics and Statistics 1 Swiss Journal of Economics and Statistics (SJES) 1 Tinbergen Institute Discussion Paper 1
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Source
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EconStor 3 ECONIS (ZBW) 2 RePEc 2 BASE 1
Showing 1 - 8 of 8
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Weighted-average least squares (WALS): Confidence and prediction intervals
De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - 2021
-average least squares (WALS), a frequentist model averaging approach with a Bayesian flavor. We concentrate on inference about a … frequentist model averaging estimators (Mallows and jackknife), and one version of a popular shrinkage estimator (the adaptive …
Persistent link: https://www.econbiz.de/10012606004
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Cover Image
Weighted-average least squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - 2021
-average least squares (WALS), a frequentist model averaging approach with a Bayesian flavor. We concentrate on inference about a … frequentist model averaging estimators (Mallows and jackknife), and one version of a popular shrinkage estimator (the adaptive …
Persistent link: https://www.econbiz.de/10012510747
Saved in:
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Weighted-average least squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - 2021
Persistent link: https://www.econbiz.de/10013171749
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The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach
Hlouskova, Jaroslava; Wagner, Martin - In: Swiss Journal of Economics and Statistics (SJES) 149 (2013) IV, pp. 445-492
In this paper we use principal components augmented regressions (PCARs), partly in conjunction with model averaging, to determine the variables relevant for economic growth. The use of PCARs allows to effectively tackle two major problems that the empirical growth literature faces: (i) the...
Persistent link: https://www.econbiz.de/10011105010
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The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach
Hlouskova, Jaroslava; Wagner, Martin - In: Swiss Journal of Economics and Statistics 149 (2013) 4, pp. 445-492
In this paper we use principal components augmented regressions (PCARs), partly in conjunction with model averaging, to determine the variables relevant for economic growth. The use of PCARs allows to effectively tackle two major problems that the empirical growth literature faces: (i) the...
Persistent link: https://www.econbiz.de/10011933315
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Growth regressions, principal components and frequentist model averaging
Wagner, Martin; Hlouskova, Jaroslava - 2009
frequentist model averaging framework as an alternative to Bayesian model averaging approaches. The proposed methodology is …
Persistent link: https://www.econbiz.de/10010294001
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Growth Regressions, Principal Components and Frequentist Model Averaging
Wagner, Martin; Hlouskova, Jaroslava - Department of Economics and Finance Research and … - 2009
frequentist model averaging framework as an alternative to Bayesian model averaging approaches. The proposed methodology is …
Persistent link: https://www.econbiz.de/10005764175
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Estimating and Correcting the Effects of Model Selection Uncertainty ; Estimating and Correcting the Effects of Model Selection Uncertainty
Nguefack Tsague, Georges Lucioni Edison - 2006
Persistent link: https://www.econbiz.de/10010353200
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