Weighted-average least squares prediction
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Publication:5863646
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Cites work
- scientific article; zbMATH DE number 3062534 (Why is no real title available?)
- A comparison of two model averaging techniques with an application to growth empirics
- CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
- COMBINING FORECASTING PROCEDURES: SOME THEORETICAL RESULTS
- Can one estimate the conditional distribution of post-model-selection estimators?
- Efficient Inference in a Random Coefficient Regression Model
- Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
- Estimation of regression coefficients after a preliminary test for homoscedasticity
- Estimation of the mean of a univariate normal distribution when the variance is not known
- Estimation of the mean of a univariate normal distribution with known variance
- Frequentist Model Average Estimators
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Handbook of economic forecasting. Volume 1
- Jackknife model averaging
- Least Squares Model Averaging
- Least squares model averaging by Mallows criterion
- Least-squares forecast averaging
- Model Selection: An Integral Part of Inference
- On the harm that ignoring pretesting can cause
- Optimal Critical Values for Pre-Testing in Regression
- Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure
- Optimal forecast combinations under general loss functions and forecast error distributions
- Optimal weight choice for frequentist model average estimators
- Persistence in forecasting performance and conditional combination strategies
- Pooling of forecasts
- Prediction in Random Coefficient Regression Models
- Prediction in random coefficient regression
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Some Estimators for a Linear Model with Random Coefficients
- THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
- The traditional pretest estimator
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
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