Pages that link to "Item:Q3652617"
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The following pages link to AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK (Q3652617):
Displayed 16 items.
- Least squares model averaging by Mallows criterion (Q530944) (← links)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Model selection criteria in multivariate models with multiple structural changes (Q738024) (← links)
- Least squares model averaging based on generalized cross validation (Q2046232) (← links)
- Does modeling a structural break improve forecast accuracy? (Q2295799) (← links)
- Weighted-averaging estimator for possible threshold in segmented linear regression model (Q2317277) (← links)
- Distribution theory of the least squares averaging estimator (Q2346023) (← links)
- Jackknife model averaging for quantile regressions (Q2354857) (← links)
- Structural-break models under mis-specification: implications for forecasting (Q2354861) (← links)
- Frequentist model averaging for threshold models (Q2414942) (← links)
- Least squares model averaging for two non-nested linear models (Q2699275) (← links)
- AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680) (← links)
- ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS (Q2801992) (← links)
- Model averaging for multiple quantile regression with covariates missing at random (Q3389598) (← links)
- (Q5011448) (← links)
- Reduced forms and weak instrumentation (Q5864650) (← links)