Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market

DOI10.1016/J.CSDA.2010.09.023zbMath1328.65034OpenAlexW1985733757MaRDI QIDQ901502

Xinyu Zhang, Alan T. K. Wan, Jan R. Magnus

Publication date: 12 January 2016

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.09.023

zbMATH Keywords

Bayesian analysisMonte Carlomodel averaginghousing demand

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Related Items (14)

Optimal Model Averaging Based on Generalized Method of Moments ⋮ Model selection and model averaging after multiple imputation ⋮ Model averaging with high-dimensional dependent data ⋮ Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances ⋮ Optimal model averaging based on forward-validation ⋮ A varying coefficient approach to estimating hedonic housing price functions and their quantiles ⋮ A general framework for frequentist model averaging ⋮ A class of model averaging estimators ⋮ Regression with imputed covariates: a generalized missing-indicator approach ⋮ Model averaging in a multiplicative heteroscedastic model ⋮ Weighted-Average Least Squares Prediction ⋮ A semiparametric generalized ridge estimator and link with model averaging ⋮ Generalized Least Squares Model Averaging ⋮ Interval Estimation by Frequentist Model Averaging

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