Pages that link to "Item:Q500555"
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The following pages link to Consistency of model averaging estimators (Q500555):
Displaying 11 items.
- Time-varying model averaging (Q2024462) (← links)
- Model averaging estimator in ridge regression and its large sample properties (Q2029204) (← links)
- Cross-validation for selecting the penalty factor in least squares model averaging (Q2159840) (← links)
- Limit of the optimal weight in least squares model averaging with non-nested models (Q2209627) (← links)
- Corrected Mallows criterion for model averaging (Q2291344) (← links)
- Weighted-averaging estimator for possible threshold in segmented linear regression model (Q2317277) (← links)
- Least squares model averaging for two non-nested linear models (Q2699275) (← links)
- Optimal model averaging for divergent-dimensional Poisson regressions (Q5867570) (← links)
- AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS (Q6042901) (← links)
- Model averaging prediction by \(K\)-fold cross-validation (Q6163281) (← links)
- Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635) (← links)
