Model averaging in a multiplicative heteroscedastic model
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Cites work
- A comparison of two model averaging techniques with an application to growth empirics
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A model-averaging approach for high-dimensional regression
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- Combining Linear Regression Models
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- Estimation of the mean of a multivariate normal distribution
- Generalized Least Squares Model Averaging
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- Jackknife model averaging
- Jackknife model averaging for quantile regressions
- Least Squares Model Averaging
- Least squares model averaging by Mallows criterion
- Maximum Likelihood Estimation of Misspecified Models
- Model averaging based on Kullback-Leibler distance
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- On the ``degrees of freedom of the lasso
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- Prediction model averaging estimator
- Resurrecting weighted least squares
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- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
Cited in
(16)- Model averaging with averaging covariance matrix
- Heteroscedasticity-robust model screening: a useful toolkit for model averaging in big data analytics
- Model averaging multistep prediction in an infinite order autoregressive process
- Corrected Mallows criterion for model averaging
- A comparison of two model averaging techniques with an application to growth empirics
- Scalar Averaging in Szekeres Models
- POSTERIOR ANALYSIS OF THE MULTIPLICATIVE HETEROSCEDASTICITY MODEL
- Model averaging, asymptotic risk, and regressor groups
- Model averaging for heteroscedastic linear models with measurement errors
- Heteroscedasticity-robust \(C_p\) model averaging
- GMM-based model averaging method
- Local averaging of heterogeneous regression models
- Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity
- Jackknife model averaging for mixed-data kernel-weighted spline quantile regressions
- Kriging model averaging based on leave-one-out cross-validation method
- A marginalized zero-truncated Poisson regression model and its model averaging prediction
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