Frequentist model averaging estimation: a review (Q473054): Difference between revisions

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+Model uncertainty
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+Q4322323
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+Bayesian model averaging: A tutorial. (with comments and a rejoinder).
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+A comparison of two model averaging techniques with an application to growth empirics
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+Frequentist Model Average Estimators
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+Model Selection: An Integral Part of Inference
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+Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
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+Adaptive Regression by Mixing
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+Model Selection and Multimodel Inference
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+Information Theory and Mixing Least-Squares Regressions
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+Least Squares Model Averaging
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+Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
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+Model Selection and Model Averaging
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+Q4178373
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+Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
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+Maximum likelihood identification of Gaussian autoregressive moving average models
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+An asymptotic theory for model selection inference in general semiparametric problems
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+Frequentist model averaging estimation: a review
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+On the harm that ignoring pretesting can cause
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+Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors
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+CHALLENGES FOR ECONOMETRIC MODEL SELECTION
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+ON VARIABLE SELECTION IN LINEAR REGRESSION
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+Least-squares forecast averaging
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+Averaging estimators for autoregressions with a near unit root
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+Least squares model averaging by Mallows criterion
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+James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
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+Q4438062
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+Combining Linear Regression Models
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+Frequentist model averaging with missing observations
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+The Adaptive Lasso and Its Oracle Properties
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