Least Squares Model Averaging (Q5441274)

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scientific article; zbMATH DE number 5234374
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English
Least Squares Model Averaging
scientific article; zbMATH DE number 5234374

    Statements

    title
    Least Squares Model Averaging (English)
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    author
    Bruce E. Hansen
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    published in
    Econometrica
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    publication date
    11 February 2008
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    zbMATH Keywords
    model selection
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    Mallows criterion
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    series estimators
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    optimality
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    Identifiers

    zbMATH DE Number
    5234374
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