Consistency of model averaging estimators (Q500555): Difference between revisions

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-.1016/j.econlet.2015.03.017
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+Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
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+Model Selection: An Integral Part of Inference
@@ Property / cites work: Model Selection: An Integral Part of Inference / rank @@
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+Least Squares Model Averaging
@@ Property / cites work: Least Squares Model Averaging / rank @@
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+Model averaging, asymptotic risk, and regressor groups
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+Jackknife model averaging
@@ Property / cites work: Jackknife model averaging / rank @@
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+Q4164707
@@ Property / cites work: Q4164707 / rank @@
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+Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
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+Optimal Weight Choice for Frequentist Model Average Estimators
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+Distribution theory of the least squares averaging estimator
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+Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
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+Q5556138
@@ Property / cites work: Q5556138 / rank @@
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@@ Property / DOI @@
+.1016/J.ECONLET.2015.03.017
@@ Property / DOI: 10.1016/J.ECONLET.2015.03.017 / rank @@
+Normal rank