Adaptively combined forecasting for discrete response time series
DOI10.1016/J.JECONOM.2013.04.019zbMATH Open1284.62587OpenAlexW2091771614MaRDI QIDQ2442579FDOQ2442579
Authors: Xinyu Zhang, Zudi Lu, Guohua Zou 
Publication date: 4 April 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.04.019
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Cited In (17)
- Sparsity oriented importance learning for high-dimensional linear regression
- Averaging estimators for discrete choice by \(M\)-fold cross-validation
- Coherent forecasting for stationary time series of discrete data
- Kernel Averaging Estimators
- Multimodel inference based on smoothed information criteria
- A new study on asymptotic optimality of least squares model averaging
- Extremely randomized neural networks for constructing prediction intervals
- Martingale-residual-based greedy model averaging for high-dimensional current status data
- Predicting the multivariate zero-inflated counts: a novel model averaging method under Pearson loss
- Title not available (Why is that?)
- Model averaging based on James-Stein estimators
- Optimal model averaging based on forward-validation
- Frequentist Model Averaging for the Nonparametric Additive Model
- Model averaging for support vector classifier by cross-validation
- Least squares model averaging based on generalized cross validation
- Model averaging estimation for varying-coefficient single-index models
- Optimal Model Averaging Based on Generalized Method of Moments
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