Sugar-sweetened beverages have emerged as one of the primary targets in the battle against obesity. Understanding the differential impacts of soda taxes for different obesity categories (e.g., moderate vs. morbidly obese) is critical to assess their full potential to not only reduce obesity...

This paper studies grouped model averaging methods for finite sample size situation. Sufficient conditions under which the grouped model averaging estimator dominates the ordinary least squares estimator are provided. A class of grouped model averaging estimators, g-class, is introduced, and its...

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...

Abstract: Prediction under model uncertainty is an important and difficult issue. Traditional prediction methods (such as pretesting) are based on model selection followed by prediction in the selected model, but the reported prediction and the reported prediction variance ignore the uncertainty...

Missing data is a common problem in economics studies. We propose using Mallows model averaging (MMA) to deal with this problem, which has an important advantage over its competitors in that it asymptotically achieves the lowest possible squared error. A simulation study in comparison with...

Multinomial and ordered Logit models are quantitative techniques which are used in a range of disciplines nowadays. When applying these techniques, practitioners usually select a single model using either information-based criteria or pretesting. In this paper, we consider the alternative...

In recent years, the suggestion of combining models as an alternative to selecting a single model from a frequentist prospective has been advanced in a number of studies. In this paper, we propose a new semi-parametric estimator of regression coe¢ cients, which is in the form of a feasible...

Negative differential thermal resistance (NDTR) in Frenkel-Kontorova lattices with colored noise is investigated by means of numerical calculations. The results indicate that: (i) as the system has less atoms and is symmetric, the thermal current and heat conductivity becomes bigger with the...

This paper is in response to a recent paper by Hansen (2007) who proposed an optimal model average estimator with weights selected by minimizing a Mallows criterion. The main contribution of Hansen's paper is a demonstration that the Mallows criterion is asymptotically equivalent to the squared...

This paper considers generalized partially linear models. We propose empirical likelihood-based statistics to construct confidence regions for the parametric and non-parametric components. The resulting statistics are shown to be asymptotically chi-square distributed. Finite-sample performance...