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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
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Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.; Ardia, David; Corré, Nienke - In: Economics letters 116 (2012) 3, pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
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Consistency of model averaging estimators
Zhang, Xinyu - In: Economics letters 130 (2015), pp. 120-123
Persistent link: https://www.econbiz.de/10011422458
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Prediction model averaging estimator
Xie, Tian - In: Economics letters 131 (2015), pp. 5-8
Persistent link: https://www.econbiz.de/10011422490
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Model averaging with covariates that are missing completely at random
Zhang, Xinyu - In: Economics letters 121 (2013) 3, pp. 360-363
Persistent link: https://www.econbiz.de/10010391216
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On the sparsity of Mallows model averaging estimator
Feng, Yang; Liu, Qingfeng; Okui, Ryo - In: Economics letters 187 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012504406
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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
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A general equilibrium model of investor sentiment
Bottazzi, Giulio; Giachini, Daniele - In: Economics letters 218 (2022), pp. 1-3
Persistent link: https://www.econbiz.de/10013466435
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Estimating the cumulative rate of SARS-CoV-2 infection
Bollinger, Christopher R.; Hasselt, Martijn van - In: Economics letters 197 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012511165
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Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
Nonejad, Nima - In: Economics letters 133 (2015), pp. 35-39
Persistent link: https://www.econbiz.de/10011431849