Pages that link to "Item:Q811062"

The following pages link to Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors (Q811062):

Displaying 37 items.

• Instrumental variables estimators of nonparametric models with discrete endogenous regressors (Q261905) (← links)
• Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
• Cross-validation for selecting a model selection procedure (Q494374) (← links)
• Consistency of model averaging estimators (Q500555) (← links)
• A semiparametric cointegrating regression: investigating the effects of age distributions on consumption and saving (Q530986) (← links)
• Jackknife model averaging (Q738132) (← links)
• Estimating semiparametric panel data models by marginal integration (Q738175) (← links)
• Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
• Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
• Model averaging with averaging covariance matrix (Q1670200) (← links)
• European exchange trading funds trading with locally weighted support vector regression (Q1698924) (← links)
• The optimal selection for restricted linear models with average estimator (Q1724760) (← links)
• Time-varying model averaging (Q2024462) (← links)
• Mallows criterion for heteroskedastic linear regressions with many regressors (Q2036956) (← links)
• Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing (Q2062417) (← links)
• Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors (Q2200114) (← links)
• Optimal model averaging estimator for semi-functional partially linear models (Q2227201) (← links)
• Targeted smoothing parameter selection for estimating average causal effects (Q2259819) (← links)
• Determining individual or time effects in panel data models (Q2295800) (← links)
• Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors (Q2343764) (← links)
• Distribution theory of the least squares averaging estimator (Q2346023) (← links)
• Jackknife model averaging for quantile regressions (Q2354857) (← links)
• Model averaging by jackknife criterion in models with dependent data (Q2439862) (← links)
• Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (Q2658786) (← links)
• Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
• Artificial neural networks: an econometric perspective^∗ (Q4853078) (← links)
• INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS (Q4967794) (← links)
• INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS (Q4993890) (← links)
• A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING (Q4993892) (← links)
• Optimal Model Averaging Based on Generalized Method of Moments (Q5037805) (← links)
• Model averaging by jackknife criterion for varying-coefficient partially linear models (Q5077210) (← links)
• A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model (Q5231514) (← links)
• OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
• Determination of different types of fixed effects in three-dimensional panels* (Q5861054) (← links)
• IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR (Q6078285) (← links)
• Model averaging prediction by \(K\)-fold cross-validation (Q6163281) (← links)
• Consistency of averaged impulse response estimators in vector autoregressive models (Q6604024) (← links)