Search Results - subject:"frequentist model averaging"

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

Weighted-average least squares (WALS) : confidence and prediction intervals

De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - 2021

Persistent link: https://www.econbiz.de/10012510747

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

Cross-validation for selecting the penalty factor in least squares model averaging

Fang, Fang; Yang, Qiwei; Tian, Wenling - In: Economics letters 217 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10013465487

Do remittances cause Dutch Disease? : a meta-analytic review

Anwar, Amar Iqbal; Mang, Colin F. - In: Applied economics 54 (2022) 36, pp. 4131-4153

Persistent link: https://www.econbiz.de/10013410884

Individual discount rates : a meta-analysis of experimental evidence

Matousek, Jindrich; Havránek, Tomáš; Havránková, Zuzana - In: Experimental economics : a journal of the Economic … 25 (2022) 1, pp. 318-358

Persistent link: https://www.econbiz.de/10012817414

Individual discount rates : a meta-analysis of experimental evidence

Matousek, Jindrich; Havránek, Tomáš; Havránková, Zuzana - 2021

Persistent link: https://www.econbiz.de/10012417660

Limit of the optimal weight in least squares model averaging with non-nested models

Fang, Fang; Liu, Minhan - In: Economics letters 196 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012510949

Focused information criterion for locally misspecified vector autoregressive models

Lohmeyer, Jan; Palm, Franz C.; Reuvers, Hanno; Urbain, … - In: Econometric reviews 38 (2019) 7, pp. 763-792

Persistent link: https://www.econbiz.de/10012181357

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