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Model averaging for nonlinear regression models
Feng, Yang; Liu, Qingfeng; Yao, Qingsong; Zhao, Guoqing - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 785-798
Persistent link: https://www.econbiz.de/10013534503
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Heteroscedasticity-robust C p model averaging
Liu, Qingfeng; Okui, Ryo - In: The econometrics journal 16 (2013) 3, pp. 463-472
Persistent link: https://www.econbiz.de/10010253631
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Generalized least squares model averaging
Liu, Qingfeng; Okui, Ryo; Yoshimura, Arihiro - In: Econometric reviews 35 (2016) 8/10, pp. 1692-1752
Persistent link: https://www.econbiz.de/10011592388
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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