Jackknife model averaging

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

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

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

62J05: Linear regression; mixed models

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