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Jackknife model averaging

Citations

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Cited by:

  1. Milan Nedeljkovic & Gonzalo Varela & Michele Savini Zangrandi, 2015. "Indonesia Current Account Assessment," World Bank Publications - Reports 22340, The World Bank Group.
  2. Gao, Yan & Zhang, Xinyu & Wang, Shouyang & Zou, Guohua, 2016. "Model averaging based on leave-subject-out cross-validation," Journal of Econometrics, Elsevier, vol. 192(1), pages 139-151.
  3. Tu, Yundong & Yi, Yanping, 2017. "Forecasting cointegrated nonstationary time series with time-varying variance," Journal of Econometrics, Elsevier, vol. 196(1), pages 83-98.
  4. Yin, Anwen, 2015. "Forecasting and model averaging with structural breaks," ISU General Staff Papers 201501010800005727, Iowa State University, Department of Economics.
  5. Phillip Heiler & Jana Mareckova, 2019. "Shrinkage for Categorical Regressors," Papers 1901.01898, arXiv.org.
  6. Steven F. Lehrer & Tian Xie, 2022. "The Bigger Picture: Combining Econometrics with Analytics Improves Forecasts of Movie Success," Management Science, INFORMS, vol. 68(1), pages 189-210, January.
  7. Wan, Alan T.K. & Zhang, Xinyu & Wang, Shouyang, 2014. "Frequentist model averaging for multinomial and ordered logit models," International Journal of Forecasting, Elsevier, vol. 30(1), pages 118-128.
  8. Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016. "Nonlinear forecasting with many predictors using kernel ridge regression," International Journal of Forecasting, Elsevier, vol. 32(3), pages 736-753.
  9. Hansen, Bruce E., 2010. "Averaging estimators for autoregressions with a near unit root," Journal of Econometrics, Elsevier, vol. 158(1), pages 142-155, September.
  10. Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022. "Forecasting Under Structural Breaks Using Improved Weighted Estimation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(6), pages 1485-1501, December.
  11. Timothy B. Armstrong & Patrick Kline & Liyang Sun, 2023. "Adapting to Misspecification," Papers 2305.14265, arXiv.org, revised Jul 2023.
  12. Kitagawa, Toru & Muris, Chris, 2016. "Model averaging in semiparametric estimation of treatment effects," Journal of Econometrics, Elsevier, vol. 193(1), pages 271-289.
  13. Jan R. Magnus & Wendun Wang & Xinyu Zhang, 2016. "Weighted-Average Least Squares Prediction," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 1040-1074, June.
  14. Qingfeng Liu & Qingsong Yao & Guoqing Zhao, 2020. "Model averaging estimation for conditional volatility models with an application to stock market volatility forecast," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(5), pages 841-863, August.
  15. Jingwen Tu & Hu Yang & Chaohui Guo & Jing Lv, 2021. "Model averaging marginal regression for high dimensional conditional quantile prediction," Statistical Papers, Springer, vol. 62(6), pages 2661-2689, December.
  16. Mohitosh Kejriwal & Xuewen Yu, 2019. "Generalized Forecasr Averaging in Autoregressions with a Near Unit Root," Purdue University Economics Working Papers 1318, Purdue University, Department of Economics.
  17. Zhang, Xinyu & Liu, Chu-An, 2023. "Model averaging prediction by K-fold cross-validation," Journal of Econometrics, Elsevier, vol. 235(1), pages 280-301.
  18. Xie, Tian, 2015. "Prediction model averaging estimator," Economics Letters, Elsevier, vol. 131(C), pages 5-8.
  19. Meryem Duygun & Jiaqi Hao & Anders Isaksson & Robin C. Sickles, 2017. "World Productivity Growth: A Model Averaging Approach," Pacific Economic Review, Wiley Blackwell, vol. 22(4), pages 587-619, October.
  20. Schwarzmüller, Tim, 2015. "Model pooling and changes in the informational content of predictors: An empirical investigation for the euro area," Kiel Working Papers 1982, Kiel Institute for the World Economy (IfW Kiel).
  21. Bartosz Uniejewski & Katarzyna Maciejowska, 2022. "LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling," Papers 2207.04794, arXiv.org.
  22. Huihang Liu & Xinyu Zhang, 2023. "Frequentist model averaging for undirected Gaussian graphical models," Biometrics, The International Biometric Society, vol. 79(3), pages 2050-2062, September.
  23. Steven Lehrer & Tian Xie, 2017. "Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?," The Review of Economics and Statistics, MIT Press, vol. 99(5), pages 749-755, December.
  24. Lavancier, F. & Rochet, P., 2016. "A general procedure to combine estimators," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 175-192.
  25. Christopher F. Parmeter & Alan T. K. Wan & Xinyu Zhang, 2019. "Model averaging estimators for the stochastic frontier model," Journal of Productivity Analysis, Springer, vol. 51(2), pages 91-103, June.
  26. Yulia Kotlyarova & Marcia M. A. Schafgans & Victoria Zinde-Walsh, 2021. "Rates of Expansions for Functional Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 121-139, December.
  27. Zhao, Shangwei & Zhou, Jianhong & Li, Hongjun, 2016. "Model averaging with high-dimensional dependent data," Economics Letters, Elsevier, vol. 148(C), pages 68-71.
  28. Yundong Tu & Siwei Wang, 2023. "Variable Screening and Model Averaging for Expectile Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 574-598, June.
  29. Hui Xiao & Yiguo Sun, 2019. "On Tuning Parameter Selection in Model Selection and Model Averaging: A Monte Carlo Study," JRFM, MDPI, vol. 12(3), pages 1-16, June.
  30. Liu, Qingfeng, 2010. "Generalized Cp Model Averaging for Heteroskedastic Models," ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation) 10252/4334, Otaru University of Commerce.
  31. Povilas Lastauskas & Julius Stakenas, 2019. "Does It Matter When Labor Market Reforms Are Implemented? The Role of the Monetary Policy Environment," Bank of Lithuania Working Paper Series 66, Bank of Lithuania.
  32. 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.
  33. Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015. "Semiparametric model averaging of ultra-high dimensional time series," CeMMAP working papers CWP62/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  34. Aman Ullah & Alan T. K. Wan & Huansha Wang & Xinyu Zhang & Guohua Zou, 2017. "A semiparametric generalized ridge estimator and link with model averaging," Econometric Reviews, Taylor & Francis Journals, vol. 36(1-3), pages 370-384, March.
  35. Zhao, Shangwei & Xie, Tian & Ai, Xin & Yang, Guangren & Zhang, Xinyu, 2023. "Correcting sample selection bias with model averaging for consumer demand forecasting," Economic Modelling, Elsevier, vol. 123(C).
  36. Olesen, O.B. & Ruggiero, J., 2022. "The hinging hyperplanes: An alternative nonparametric representation of a production function," European Journal of Operational Research, Elsevier, vol. 296(1), pages 254-266.
  37. 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.
  38. Seojeong Lee & Youngki Shin, 2021. "Complete subset averaging with many instruments," The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 290-314.
  39. Lee, Ji Hyung & Shin, Youngki, 2023. "Complete Subset Averaging For Quantile Regressions," Econometric Theory, Cambridge University Press, vol. 39(1), pages 146-188, February.
  40. Sun, Yuying & Zhang, Xinyu & Wan, Alan T.K. & Wang, Shouyang, 2022. "Model averaging for interval-valued data," European Journal of Operational Research, Elsevier, vol. 301(2), pages 772-784.
  41. Ryan Greenaway-McGrevy & Kade Sorensen, 2021. "A spatial model averaging approach to measuring house prices," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-32, December.
  42. Magnus, Jan R. & Vasnev, Andrey L., 2015. "Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations," International Journal of Forecasting, Elsevier, vol. 31(3), pages 769-781.
  43. Jeffrey S. Racine & Qi Li & Li Zheng, 2018. "Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions," Department of Economics Working Papers 2018-10, McMaster University.
  44. Zhao, Shangwei & Zhang, Xinyu & Gao, Yichen, 2016. "Model averaging with averaging covariance matrix," Economics Letters, Elsevier, vol. 145(C), pages 214-217.
  45. Qingfeng Liu & Ryo Okui & Arihiro Yoshimura, 2016. "Generalized Least Squares Model Averaging," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1692-1752, December.
  46. Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2022. "Asymptotic properties of the weighted-average least squares (WALS) estimator," EIEF Working Papers Series 2203, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2022.
  47. Tu, Yundong & Wang, Siwei, 2020. "Jackknife model averaging for expectile regressions in increasing dimension," Economics Letters, Elsevier, vol. 197(C).
  48. Mark F. J. Steel, 2020. "Model Averaging and Its Use in Economics," Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
  49. Haili Zhang & Guohua Zou, 2020. "Cross-Validation Model Averaging for Generalized Functional Linear Model," Econometrics, MDPI, vol. 8(1), pages 1-35, February.
  50. Yuting Wei & Qihua Wang & Wei Liu, 2021. "Model averaging for linear models with responses missing at random," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(3), pages 535-553, June.
  51. Toru Kitagawa & Chris Muris, 2013. "Covariate selection and model averaging in semiparametric estimation of treatment effects," CeMMAP working papers CWP61/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  52. Michael Schomaker & Christian Heumann, 2020. "When and when not to use optimal model averaging," Statistical Papers, Springer, vol. 61(5), pages 2221-2240, October.
  53. Xinyu Zhang & Dalei Yu & Guohua Zou & Hua Liang, 2016. "Optimal Model Averaging Estimation for Generalized Linear Models and Generalized Linear Mixed-Effects Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1775-1790, October.
  54. Jialiang Li & Tonghui Yu & Jing Lv & Mei‐Ling Ting Lee, 2021. "Semiparametric model averaging prediction for lifetime data via hazards regression," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(5), pages 1187-1209, November.
  55. Wang, Weiwei & Zhang, Qi & Zhang, Xinyu & Li, Xinmin, 2021. "Model averaging based on generalized method of moments," Economics Letters, Elsevier, vol. 200(C).
  56. Yin-Wong Cheung & Wenhao Wang, 2020. "A Jackknife Model Averaging Analysis of RMB Misalignment Estimates," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 1-45, June.
  57. Giuseppe Luca & Jan R. Magnus & Franco Peracchi, 2023. "Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals," Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1637-1664, April.
  58. Kenichiro McAlinn & Kosaku Takanashi, 2019. "Mean-shift least squares model averaging," Papers 1912.01194, arXiv.org.
  59. Martin Guth, 2022. "Predicting Default Probabilities for Stress Tests: A Comparison of Models," Papers 2202.03110, arXiv.org.
  60. Zhang, Xinyu & Wan, Alan T.K. & Zou, Guohua, 2013. "Model averaging by jackknife criterion in models with dependent data," Journal of Econometrics, Elsevier, vol. 174(2), pages 82-94.
  61. Heiler, Phillip & Mareckova, Jana, 2021. "Shrinkage for categorical regressors," Journal of Econometrics, Elsevier, vol. 223(1), pages 161-189.
  62. Ren, Yu & Liang, Xuanxuan & Wang, Qin, 2021. "Short-term exchange rate forecasting: A panel combination approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
  63. Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2017. "Uncertain identification," CeMMAP working papers CWP18/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  64. Cheng, Tzu-Chang F. & Ing, Ching-Kang & Yu, Shu-Hui, 2015. "Toward optimal model averaging in regression models with time series errors," Journal of Econometrics, Elsevier, vol. 189(2), pages 321-334.
  65. Gong, Binlei, 2018. "Different behaviors in natural gas production between national and private oil companies: Economics-driven or environment-driven?," Energy Policy, Elsevier, vol. 114(C), pages 145-152.
  66. Liao, Jun & Wan, Alan T.K. & He, Shuyuan & Zou, Guohua, 2022. "Optimal model averaging for multivariate regression models," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
  67. Chen, Xingyi & Li, Haiqi & Zhang, Jing, 2023. "Complete subset averaging approach for high-dimensional generalized linear models," Economics Letters, Elsevier, vol. 226(C).
  68. Ivana Durovic, 2017. "The effects of intercompany lending on the current account balances of selected economies in the Western Balkans," Public Sector Economics, Institute of Public Finance, vol. 41(4), pages 421-441.
  69. 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.
  70. Lu, Xun & Su, Liangjun, 2015. "Jackknife model averaging for quantile regressions," Journal of Econometrics, Elsevier, vol. 188(1), pages 40-58.
  71. Tian Xie, 2019. "Forecast Bitcoin Volatility with Least Squares Model Averaging," Econometrics, MDPI, vol. 7(3), pages 1-20, September.
  72. Yuan, Chaoxia & Fang, Fang & Ni, Lyu, 2022. "Mallows model averaging with effective model size in fragmentary data prediction," Computational Statistics & Data Analysis, Elsevier, vol. 173(C).
  73. Yan Gao & Xinyu Zhang & Shouyang Wang & Terence Tai-leung Chong & Guohua Zou, 2019. "Frequentist model averaging for threshold models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(2), pages 275-306, April.
  74. Shou-Yung Yin & Chu-An Liu & Chang-Ching Lin, 2021. "Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 54-68, January.
  75. Xun Lu, 2015. "A Covariate Selection Criterion for Estimation of Treatment Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 506-522, October.
  76. De Bin, Riccardo & Boulesteix, Anne-Laure & Sauerbrei, Willi, 2017. "Detection of influential points as a byproduct of resampling-based variable selection procedures," Computational Statistics & Data Analysis, Elsevier, vol. 116(C), pages 19-31.
  77. Wen-Hsien Liu & Shu-Shih Weng, 2018. "On predicting the semiconductor industry cycle: a Bayesian model averaging approach," Empirical Economics, Springer, vol. 54(2), pages 673-703, March.
  78. Wei, Yuting & Wang, Qihua, 2021. "Cross-validation-based model averaging in linear models with response missing at random," Statistics & Probability Letters, Elsevier, vol. 171(C).
  79. Hongwei Zhang & Qiang He & Ben Jacobsen & Fuwei Jiang, 2020. "Forecasting stock returns with model uncertainty and parameter instability," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 629-644, August.
  80. Barrow, Devon K. & Crone, Sven F., 2016. "Cross-validation aggregation for combining autoregressive neural network forecasts," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1120-1137.
  81. Tumala, Mohammed M & Olubusoye, Olusanya E & Yaaba, Baba N & Yaya, OlaOluwa S & Akanbi, Olawale B, 2017. "Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks," MPRA Paper 88754, University Library of Munich, Germany, revised Feb 2018.
  82. Cheng, Xu & Hansen, Bruce E., 2015. "Forecasting with factor-augmented regression: A frequentist model averaging approach," Journal of Econometrics, Elsevier, vol. 186(2), pages 280-293.
  83. Rongjie Jiang & Liming Wang & Yang Bai, 2021. "Optimal model averaging estimator for semi-functional partially linear models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(2), pages 167-194, February.
  84. Chu-An Liu & Biing-Shen Kuo & Wen-Jen Tsay, 2017. "Autoregressive Spectral Averaging Estimator," IEAS Working Paper : academic research 17-A013, Institute of Economics, Academia Sinica, Taipei, Taiwan.
  85. Jesus Mur & Antonio Paez, 2011. "Local weighting or the necessity of flexibility," ERSA conference papers ersa11p942, European Regional Science Association.
  86. Haowen Bao & Zongwu Cai & Yuying Sun & Shouyang Wang, 2023. "Penalized Model Averaging for High Dimensional Quantile Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202302, University of Kansas, Department of Economics, revised Jan 2023.
  87. Olesen, O.B. & Ruggiero, J., 2018. "An improved Afriat–Diewert–Parkan nonparametric production function estimator," European Journal of Operational Research, Elsevier, vol. 264(3), pages 1172-1188.
  88. Michael Schomaker, 2012. "Shrinkage averaging estimation," Statistical Papers, Springer, vol. 53(4), pages 1015-1034, November.
  89. Zhang, Xinyu, 2015. "Consistency of model averaging estimators," Economics Letters, Elsevier, vol. 130(C), pages 120-123.
  90. Jesus Mur & Marcos Herrera & Manuel Ruiz, 2011. "Selecting the W Matrix. Parametric vs Nonparametric Approaches," ERSA conference papers ersa11p1055, European Regional Science Association.
  91. Shangwei Zhao & Jun Liao & Dalei Yu, 2020. "Model averaging estimator in ridge regression and its large sample properties," Statistical Papers, Springer, vol. 61(4), pages 1719-1739, August.
  92. Aman Ullah & Xinyu Zhang, 2015. "Grouped Model Averaging for Finite Sample Size," Working Papers 201501, University of California at Riverside, Department of Economics.
  93. Gong, Binlei, 2020. "Agricultural productivity convergence in China," China Economic Review, Elsevier, vol. 60(C).
  94. Liao, Jun & Zou, Guohua & Gao, Yan & Zhang, Xinyu, 2021. "Model averaging prediction for time series models with a diverging number of parameters," Journal of Econometrics, Elsevier, vol. 223(1), pages 190-221.
  95. Miaomiao Wang & Xinyu Zhang & Alan T. K. Wan & Kang You & Guohua Zou, 2023. "Jackknife model averaging for high‐dimensional quantile regression," Biometrics, The International Biometric Society, vol. 79(1), pages 178-189, March.
  96. Liu, Chu-An, 2012. "A plug-in averaging estimator for regressions with heteroskedastic errors," MPRA Paper 41414, University Library of Munich, Germany.
  97. Jiaming Mao & Jingzhi Xu, 2020. "Ensemble Learning with Statistical and Structural Models," Papers 2006.05308, arXiv.org.
  98. Ruoyao Shi, 2021. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202105, University of California at Riverside, Department of Economics.
  99. Zhang, Xinyu & Lu, Zudi & Zou, Guohua, 2013. "Adaptively combined forecasting for discrete response time series," Journal of Econometrics, Elsevier, vol. 176(1), pages 80-91.
  100. Liao, Jun & Zou, Guohua, 2020. "Corrected Mallows criterion for model averaging," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
  101. Yan, Xiaodong & Wang, Hongni & Wang, Wei & Xie, Jinhan & Ren, Yanyan & Wang, Xinjun, 2021. "Optimal model averaging forecasting in high-dimensional survival analysis," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1147-1155.
  102. Zhao, Shangwei & Zhou, Jianhong & Yang, Guangren, 2019. "Averaging estimators for discrete choice by M-fold cross-validation," Economics Letters, Elsevier, vol. 174(C), pages 65-69.
  103. Tian Xie, 2012. "Least Squares Model Averaging By Prediction Criterion," Working Paper 1299, Economics Department, Queen's University.
  104. Liao, Jun & Zong, Xianpeng & Zhang, Xinyu & Zou, Guohua, 2019. "Model averaging based on leave-subject-out cross-validation for vector autoregressions," Journal of Econometrics, Elsevier, vol. 209(1), pages 35-60.
  105. Fang, Fang & Li, Jialiang & Xia, Xiaochao, 2022. "Semiparametric model averaging prediction for dichotomous response," Journal of Econometrics, Elsevier, vol. 229(2), pages 219-245.
  106. Gao, Yichen & Long, Wei & Wang, Zhengwei, 2015. "Estimating average treatment effect by model averaging," Economics Letters, Elsevier, vol. 135(C), pages 42-45.
  107. Barry L. Nelson & Alan T. K. Wan & Guohua Zou & Xinyu Zhang & Xi Jiang, 2021. "Reducing Simulation Input-Model Risk via Input Model Averaging," INFORMS Journal on Computing, INFORMS, vol. 33(2), pages 672-684, May.
  108. Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2011. "¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos [Which spatial weighting matrix? An approach for model selection]," MPRA Paper 37585, University Library of Munich, Germany.
  109. Enrique Moral-Benito, 2010. "Model Averaging in Economics," Working Papers wp2010_1008, CEMFI.
  110. Peng, Jingfu & Yang, Yuhong, 2022. "On improvability of model selection by model averaging," Journal of Econometrics, Elsevier, vol. 229(2), pages 246-262.
  111. Shaobo Jin & Sebastian Ankargren, 2019. "Frequentist Model Averaging in Structural Equation Modelling," Psychometrika, Springer;The Psychometric Society, vol. 84(1), pages 84-104, March.
  112. Qingfeng Liu & Andrey L. Vasnev, 2019. "A Combination Method for Averaging OLS and GLS Estimators," Econometrics, MDPI, vol. 7(3), pages 1-12, September.
  113. Ng, Serena, 2013. "Variable Selection in Predictive Regressions," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 752-789, Elsevier.
  114. Xu Cheng & Bruce E. Hansen, 2012. "Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version," PIER Working Paper Archive 13-061, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Sep 2013.
  115. Liu, Chu-An, 2015. "Distribution theory of the least squares averaging estimator," Journal of Econometrics, Elsevier, vol. 186(1), pages 142-159.
  116. Yuan, Lingran & Zhang, Qizheng & Wang, Shuo & Hu, Weibin & Gong, Binlei, 2022. "Effects of international trade on world agricultural production and productivity: evidence from a panel of 126 countries 1962-2014," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 25(2), March.
  117. Xu Cheng & Zhipeng Liao & Ruoyao Shi, 2013. "Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version," PIER Working Paper Archive 15-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 25 Mar 2015.
  118. Schomaker, Michael & Heumann, Christian, 2014. "Model selection and model averaging after multiple imputation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 758-770.
  119. Anthoulla Phella, 2020. "Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach," Papers 2010.12263, arXiv.org.
  120. Seojeong Lee & Youngki Shin, 2018. "Optimal Estimation with Complete Subsets of Instruments," Department of Economics Working Papers 2018-15, McMaster University.
  121. Fang, Fang & Liu, Minhan, 2020. "Limit of the optimal weight in least squares model averaging with non-nested models," Economics Letters, Elsevier, vol. 196(C).
  122. Xiaochao Xia, 2021. "Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing," Statistical Papers, Springer, vol. 62(6), pages 2885-2905, December.
  123. Yuying Sun & Shaoxin Hong & Zongwu Cai, 2023. "Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202309, University of Kansas, Department of Economics, revised Sep 2023.
  124. Gong, Binlei, 2020. "Measuring and Achieving World Agricultural Convergence," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304347, Agricultural and Applied Economics Association.
  125. Baihua He & Yanyan Liu & Guosheng Yin & Yuanshan Wu, 2023. "Model aggregation for doubly divided data with large size and large dimension," Computational Statistics, Springer, vol. 38(1), pages 509-529, March.
  126. Zongwu Cai & Gunawan, 2023. "A Combination Forecast for Nonparametric Models with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202310, University of Kansas, Department of Economics, revised Sep 2023.
  127. Guo, Chaohui & Lv, Jing & Wu, Jibo, 2021. "Composite quantile regression for ultra-high dimensional semiparametric model averaging," Computational Statistics & Data Analysis, Elsevier, vol. 160(C).
  128. Fang, Fang & Yu, Zhou, 2020. "Model averaging assisted sufficient dimension reduction," Computational Statistics & Data Analysis, Elsevier, vol. 152(C).
  129. Jing Zhou & Gerda Claeskens & Jelena Bradic, 2020. "Detangling robustness in high dimensions: composite versus model-averaged estimation," Papers 2006.07457, arXiv.org.
  130. Petar Sorić & Ivana Lolić, 2015. "A note on forecasting euro area inflation: leave- $$h$$ h -out cross validation combination as an alternative to model selection," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(1), pages 205-214, March.
  131. Greenaway-McGrevy, Ryan, 2022. "Forecast combination for VARs in large N and T panels," International Journal of Forecasting, Elsevier, vol. 38(1), pages 142-164.
  132. Lingran Yuan & Shurui Zhang & Shuo Wang & Zesen Qian & Binlei Gong, 2021. "World agricultural convergence," Journal of Productivity Analysis, Springer, vol. 55(2), pages 135-153, April.
  133. 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.
  134. Xie, Tian, 2017. "Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics," Economics Letters, Elsevier, vol. 151(C), pages 119-122.
  135. Edvard Bakhitov, 2020. "Frequentist Shrinkage under Inequality Constraints," Papers 2001.10586, arXiv.org.
  136. Enrique Moral-Benito, 2015. "Model Averaging In Economics: An Overview," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 46-75, February.
  137. Dong, Qingkai & Liu, Binxia & Zhao, Hui, 2023. "Weighted least squares model averaging for accelerated failure time models," Computational Statistics & Data Analysis, Elsevier, vol. 184(C).
  138. Alena Skolkova, 2023. "Model Averaging with Ridge Regularization," CERGE-EI Working Papers wp758, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
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