A semiparametric generalized ridge estimator and link with model averaging
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DOI: 10.1080/07474938.2015.1114564
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- Aman Ullah & Alan T.K. Wan & Huansha Wang & Xinyu Zhang & Guohua Zou, 2014. "A Semiparametric Generalized Ridge Estimator and Link with Model Averaging," Working Papers 201412, University of California at Riverside, Department of Economics.
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Cited by:
- Sun, Yuying & Hong, Yongmiao & Lee, Tae-Hwy & Wang, Shouyang & Zhang, Xinyu, 2021.
"Time-varying model averaging,"
Journal of Econometrics, Elsevier, vol. 222(2), pages 974-992.
- Yongmiao Hong & Tae-Hwy Lee & Yuying Sun & Shouyang Wang & Xinyu Zhang, 2017. "Time-varying Model Averaging," Working Papers 202001, University of California at Riverside, Department of Economics.
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