Model Averaging by Stacking
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References listed on IDEAS
- Claeskens,Gerda & Hjort,Nils Lid, 2008. "Model Selection and Model Averaging," Cambridge Books, Cambridge University Press, number 9780521852258, October.
- Bruce E. Hansen, 2007. "Least Squares Model Averaging," Econometrica, Econometric Society, vol. 75(4), pages 1175-1189, July.
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- Donatella Baiardi & Claudio Morana, 2015.
"Financial deepening and income distribution inequality in the euro area,"
CeRP Working Papers
153, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Donatella, Baiardi & Claudio, Morana, 2015. "Financial deepening and income distribution inequality in the euro area," Working Papers 316, University of Milano-Bicocca, Department of Economics, revised 04 Dec 2015.
- Donatella Baiardi & Claudio Morana, 2015. "Financial Deepening And Income Distribution Inequality In The Euro Area," Working Paper series 15-44, Rimini Centre for Economic Analysis.
- repec:eee:ecmode:v:70:y:2018:i:c:p:40-55 is not listed on IDEAS
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KeywordsModel Averaging; Model Uncertainty;
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
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