Search Results - subject:"jackknife model averaging"

Forecasting tourism demand with a new time-varying forecast averaging approach

Sun, Yuying; Zhang, Jian; Li, Xin; Wang, Shouyang - In: Journal of travel research : a quarterly publication of … 62 (2023) 2, pp. 305-323

Persistent link: https://www.econbiz.de/10014245383

Turkey : an empirical assessment of the determinants of the current account balance

Knight, David; Nedeljkovic, Milan; Portugal-Pérez, Alberto - 2019

model-averaging estimator, the paper estimates the relationship between the current account balance and a set of … sustaining relatively large current account deficits over the past 15 years. Using annual data from 1986 to 2017 and a jackknife …

Persistent link: https://www.econbiz.de/10012114009

Jackknife model averaging for expectile regressions in increasing dimension

Tu, Yundong; Wang, Siwei - In: Economics letters 197 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012511075

Consistency of model averaging estimators

Zhang, Xinyu - In: Economics Letters 130 (2015) C, pp. 120-123

Recently, there has been increasing interest in model averaging within frequentist paradigm. In the existing literature, for proving consistency of model averaging estimators, local mis-specification is assumed. In this paper, we show that under general fixed parameter setup, the model averaging...

Persistent link: https://www.econbiz.de/10011263443

Consistency of model averaging estimators

Zhang, Xinyu - In: Economics letters 130 (2015), pp. 120-123

Persistent link: https://www.econbiz.de/10011422458

Robustez de regressões de crescimento frente à incerteza sobre a especificação do modelo : quão robustos são os regressores para o caso brasileiro?

Penna, Christiano Modesto; Linhares, Fabrício Carneiro - In: Estudos econômicos : publicação trimestral do … 45 (2015) 4, pp. 897-925

Persistent link: https://www.econbiz.de/10011458126