Model averaging, asymptotic risk, and regressor groups
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- Rockey, James & Temple, Jonathan, 2016.
"Growth econometrics for agnostics and true believers,"
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- Rockey, James & Temple, Jonathan, 2015. "Growth Econometrics for Agnostics and True Believers," CEPR Discussion Papers 10590, C.E.P.R. Discussion Papers.
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- Zhang, Xinyu, 2015. "Consistency of model averaging estimators," Economics Letters, Elsevier, vol. 130(C), pages 120-123.
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- McCloskey, Adam, 2017.
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- Giuseppe de Luca & Jan Magnus & Franco Peracchi, 2017.
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- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2017. "Weighted-average least squares estimation of generalized linear models," EIEF Working Papers Series 1711, Einaudi Institute for Economics and Finance (EIEF), revised Aug 2017.
- Shangwei Zhao & Aman Ullah & Xinyu Zhang, 2018. "A Class of Model Averaging Estimators," Working Paper series 18-11, Rimini Centre for Economic Analysis.
- Shangwei Zhao, 2014. "Model averaging based on James–Stein estimators," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(8), pages 1013-1022, November.
- repec:eee:ecolet:v:162:y:2018:i:c:p:101-106 is not listed on IDEAS
- Zhang, Xinyu & Ullah, Aman & Zhao, Shangwei, 2016. "On the dominance of Mallows model averaging estimator over ordinary least squares estimator," Economics Letters, Elsevier, vol. 142(C), pages 69-73.
- repec:eee:econom:v:204:y:2018:i:1:p:1-17 is not listed on IDEAS
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