Model averaging by jackknife criterion in models with dependent data (Q2439862)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Model averaging by jackknife criterion in models with dependent data
scientific article

    Statements

    Model averaging by jackknife criterion in models with dependent data (English)
    0 references
    0 references
    0 references
    0 references
    18 March 2014
    0 references
    0 references
    asymptotic optimality
    0 references
    autocorrelation
    0 references
    cross-validation
    0 references
    lagged dependent variables
    0 references
    model averaging
    0 references
    squared error
    0 references
    0 references
    0 references
    0 references