Showing 1 - 9 of 9
This paper presents recent developments in model selection and model averaging for parametric and nonparametric models. While there is extensive literature on model selection under parametric settings, we present recently developed results in the context of nonparametric models. In applications,...
Persistent link: https://www.econbiz.de/10010237107
This paper presents recent developments in model selection and model averaging for parametric and nonparametric models. While there is extensive literature on model selection under parametric settings, we present recently developed results in the context of nonparametric models. In applications,...
Persistent link: https://www.econbiz.de/10010421294
This paper presents recent developments in model selection and model averaging for parametric and nonparametric models. While there is extensive literature on model selection under parametric settings, we present recently developed results in the context of nonparametric models. In applications,...
Persistent link: https://www.econbiz.de/10010692421
Persistent link: https://www.econbiz.de/10013364906
Functional data is a common and important type in econometrics and has been easier and easier to collect in the big data era. To improve estimation accuracy and reduce forecast risks with functional data, in this paper, we propose a novel cross-validation model averaging method for generalized...
Persistent link: https://www.econbiz.de/10012696270
Functional data is a common and important type in econometrics and has been easier and easier to collect in the big data era. To improve estimation accuracy and reduce forecast risks with functional data, in this paper, we propose a novel cross-validation model averaging method for generalized...
Persistent link: https://www.econbiz.de/10012265380
Persistent link: https://www.econbiz.de/10012244158
Persistent link: https://www.econbiz.de/10012406211
Persistent link: https://www.econbiz.de/10014559151