Narrow search
Showing 1 - 2 of 2
Cover Image
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
Cover Image
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