GMM-based model averaging method

MaRDI QIDQ5382055zbMATH OpenFDO

Authors Qi Zhang, Weiwei Wang, Xinmin Li

Publication date 21 June 2019

zbMATH Keywords

generalized method of momentsmean squared error riskmodel averagingrobustness

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12)

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Cited in

(4)

• A comparison of two model averaging techniques with an application to growth empirics
• Model averaging based on generalized method of moments
• Optimal Model Averaging Based on Generalized Method of Moments
• Generalized Least Squares Model Averaging

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