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Localized model selection for regression
Yang, Yuhong - In: Econometric theory 24 (2008) 2, pp. 472-492
Persistent link: https://www.econbiz.de/10003894209
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Prediction/estimation with simple linear models : is it really that simple?
Yang, Yuhong - In: Econometric theory 23 (2007) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10003407417
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Combining linear regression models : when and how?
Yuan, Zheng; Yang, Yuhong - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1202-1214
Persistent link: https://www.econbiz.de/10003241588
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Cross-validation for selecting a model selection procedure
Zhang, Yongli; Yang, Yuhong - In: Journal of econometrics 187 (2015) 1, pp. 95-112
Persistent link: https://www.econbiz.de/10011498762
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Combining estimates of conditional treatment effects
Rolling, Craig A.; Yang, Yuhong; Velez, Dagmar - In: Econometric theory 35 (2019) 6, pp. 1089-1110
Persistent link: https://www.econbiz.de/10012149278
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On improvability of model selection by model averaging
Peng, Jingfu; Yang, Yuhong - In: Journal of econometrics 229 (2022) 2, pp. 246-262
Persistent link: https://www.econbiz.de/10013441868