Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
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Publication:901502
DOI10.1016/J.CSDA.2010.09.023zbMATH Open1328.65034OpenAlexW1985733757MaRDI QIDQ901502FDOQ901502
Authors: Jan R. Magnus, Alan T. K. Wan, Xinyu Zhang 
Publication date: 12 January 2016
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.09.023
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Cited In (15)
- Generalized Least Squares Model Averaging
- Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances
- A semiparametric generalized ridge estimator and link with model averaging
- A general framework for frequentist model averaging
- Weighted-average least squares prediction
- Confidence interval for normal means in meta-analysis based on a pretest estimator
- Interval estimation by frequentist model averaging
- Model selection and model averaging after multiple imputation
- Model averaging in a multiplicative heteroscedastic model
- Regression with imputed covariates: a generalized missing-indicator approach
- A class of model averaging estimators
- Model averaging with high-dimensional dependent data
- Optimal model averaging based on forward-validation
- A varying coefficient approach to estimating hedonic housing price functions and their quantiles
- Optimal Model Averaging Based on Generalized Method of Moments
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