A plug-in averaging estimator for regressions with heteroskedastic errors
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- Branko Urošević & Milan Nedeljković & Emir Zildžović, 2012. "Jackknife Model Averaging of the Current Account Determinants," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 59(3), pages 267-281, June.
- repec:ipf:psejou:v:41:y:2017:i:4:p:421-441 is not listed on IDEAS
More about this item
KeywordsLocal asymptotic theory; Model averaging; Model selection; Plug-in estimators;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-09-30 (All new papers)
- NEP-ECM-2012-09-30 (Econometrics)
- NEP-ORE-2012-09-30 (Operations Research)
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