Optimal Weight Choice for Frequentist Model Average Estimators
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of the American Statistical Association.
Volume (Year): 106 (2011)
Issue (Month): 495 ()
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- Zhang, Xinyu & Wan, Alan T.K. & Zou, Guohua, 2013. "Model averaging by jackknife criterion in models with dependent data," Journal of Econometrics, Elsevier, vol. 174(2), pages 82-94.
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Monash Econometrics and Business Statistics Working Papers
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- Michael Schomaker, 2012. "Shrinkage averaging estimation," Statistical Papers, Springer, vol. 53(4), pages 1015-1034, November.
- Schomaker, Michael & Heumann, Christian, 2014. "Model selection and model averaging after multiple imputation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 758-770.
- Martins, Luis F. & Gabriel, Vasco J., 2014. "Linear instrumental variables model averaging estimation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 709-724.
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