Model Averaging by Stacking
Download full text from publisher
Other versions of this item:
References listed on IDEAS
- Claeskens,Gerda & Hjort,Nils Lid, 2008. "Model Selection and Model Averaging," Cambridge Books, Cambridge University Press, number 9780521852258, March.
- Bruce E. Hansen, 2007. "Least Squares Model Averaging," Econometrica, Econometric Society, vol. 75(4), pages 1175-1189, July.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Donatella, Baiardi & Claudio, Morana, 2015.
"Financial deepening and income distribution inequality in the euro area,"
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.
- 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).
More about this item
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
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:mib:wpaper:310. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Matteo Pelagatti). General contact details of provider: http://edirc.repec.org/data/dpmibit.html .