Jackknife model averaging

DOI10.1016/j.jeconom.2011.06.019zbMath1441.62721OpenAlexW2125251038MaRDI QIDQ738132

Bruce E. Hansen, Jeffrey S. Racine

Publication date: 15 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.06.019

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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Uses Software

• R

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