Model averaging by jackknife criterion in models with dependent data (Q2439862)

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Model averaging by jackknife criterion in models with dependent data
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    Model averaging by jackknife criterion in models with dependent data (English)
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    18 March 2014
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    asymptotic optimality
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    autocorrelation
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    cross-validation
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    lagged dependent variables
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    model averaging
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    squared error
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