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Detecting financial data dependence structure by averaging mixture copulas
Liu, Guannan; Long, Wei; Zhang, Xinyu; Li, Qi - In: Econometric theory 35 (2019) 4, pp. 777-815
Persistent link: https://www.econbiz.de/10012386828
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Inference after model averaging in linear regression models
Zhang, Xinyu; Liu, Chu-An - In: Econometric theory 35 (2019) 4, pp. 816-841
Persistent link: https://www.econbiz.de/10012386835
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A new study on asymptotic optimality of least squares model averaging
Zhang, Xinyu - In: Econometric theory 37 (2021) 2, pp. 388-407
Persistent link: https://www.econbiz.de/10012505398