Model averaging prediction for time series models with a diverging number of parameters (Q2024480): Difference between revisions

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-Guo Hua Zou
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+Guo Hua Zou
@@ Property / author: Guo Hua Zou / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.jeconom.2020.10.004
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+W3095154747
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@@ Property / cites work @@
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+Model averaging based on leave-subject-out cross-validation
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+Q4840212
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+Least Squares Model Averaging
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+Least-squares forecast averaging
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+Jackknife model averaging
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+Some Comments on C P
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+Some recent advances in time series modeling
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+CONVERGENCE OF LEAST SQUARES ESTIMATES OF AUTOREGRESSIVE PARAMETERS1
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+Model averaging for multivariate multiple regression models
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+Publication:2024480