Pages that link to "Item:Q736566"
From MaRDI portal
The following pages link to Averaging estimators for autoregressions with a near unit root (Q736566):
Displaying 14 items.
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Frequentist model averaging for linear mixed-effects models (Q372223) (← links)
- Frequentist model averaging estimation: a review (Q473054) (← links)
- Least squares model averaging by Mallows criterion (Q530944) (← links)
- On the dominance of Mallows model averaging estimator over ordinary least squares estimator (Q1668226) (← links)
- Forecasting using random subspace methods (Q1740303) (← links)
- Model averaging for varying-coefficient partially linear measurement error models (Q1950848) (← links)
- Least squares model averaging based on generalized cross validation (Q2046232) (← links)
- Residual-augmented IVX predictive regression (Q2116346) (← links)
- Distribution theory of the least squares averaging estimator (Q2346023) (← links)
- Jackknife model averaging for quantile regressions (Q2354857) (← links)
- Least squares model averaging for two non-nested linear models (Q2699275) (← links)
- AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680) (← links)
- Robust inference in AR-G/GARCH models under model uncertainty (Q6546439) (← links)
