Consistency of model averaging estimators
From MaRDI portal
Publication:500555
DOI10.1016/j.econlet.2015.03.017zbMath1321.62022MaRDI QIDQ500555
Publication date: 5 October 2015
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2015.03.017
62F12: Asymptotic properties of parametric estimators
62J05: Linear regression; mixed models
62F40: Bootstrap, jackknife and other resampling methods
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