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Estimating conditional average treatment effects with heteroscedasticity by model averaging and matching
Shi, Pengfei; Zhang, Xinyu; Zhong, Wei - In: Economics letters 238 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015075165
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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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Heteroscedasticity-robust model screening : a useful toolkit for model averaging in big data analytics
Xie, Tian - In: Economics letters 151 (2017), pp. 119-122
Persistent link: https://www.econbiz.de/10011742147
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Model averaging with high-dimensional dependent data
Zhao, Shangwei; Zhou, Jianhong; Li, Hongjun - In: Economics letters 148 (2016), pp. 68-71
Persistent link: https://www.econbiz.de/10011619865
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On the dominance of Mallows model averaging estimator over ordinary least squares estimator
Zhang, Xinyu; Ullah, Aman; Zhao, Shangwei - In: Economics letters 142 (2016), pp. 69-73
Persistent link: https://www.econbiz.de/10011616687
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Model averaging with averaging covariance matrix
Zhao, Shangwei; Zhang, Xinyu; Gao, Yichen - In: Economics letters 145 (2016), pp. 214-217
Persistent link: https://www.econbiz.de/10011618420
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Averaging estimators for discrete choice by M-fold cross-validation
Zhao, Shangwei; Zhou, Jianhong; Yang, Guangren - In: Economics letters 174 (2019), pp. 65-69
Persistent link: https://www.econbiz.de/10012121021
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A class of model averaging estimators
Zhao, Shangwei; Ullah, Aman; Zhang, Xinyu - In: Economics letters 162 (2018), pp. 101-106
Persistent link: https://www.econbiz.de/10011939785
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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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Model averaging based on generalized method of moments
Wang, Weiwei; Zhang, Qi; Zhang, Xinyu; Li, Xinmin - In: Economics letters 200 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012605966