Least squares model averaging based on generalized cross validation
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Cites work
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Cited in
(23)- Generalized Least Squares Model Averaging
- A general framework for frequentist model averaging
- Optimal weight choice for frequentist model average estimators
- Least Squares Model Averaging
- Least squares model averaging by Mallows criterion
- Model averaging by least squares approximation
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- Model averaging based on generalized method of moments
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- On improvability of model averaging by penalized model selection
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