Pages that link to "Item:Q1740272"

The following pages link to Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272):

Displaying 15 items.

• Optimal model averaging for multivariate regression models (Q2078519) (← links)
• Mallows model averaging with effective model size in fragmentary data prediction (Q2143019) (← links)
• Limit of the optimal weight in least squares model averaging with non-nested models (Q2209627) (← links)
• Corrected Mallows criterion for model averaging (Q2291344) (← links)
• Model averaging for generalized linear models in fragmentary data prediction (Q5880143) (← links)
• AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS (Q6042901) (← links)
• Penalized time-varying model averaging (Q6108303) (← links)
• Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635) (← links)
• Segment regression model average with multiple threshold variables and multiple structural breaks (Q6490393) (← links)
• Model averaging for generalized linear models in diverging model spaces with effective model size (Q6544905) (← links)
• Model averaging for right censored data with measurement error (Q6571299) (← links)
• Jackknife model averaging for composite quantile regression (Q6595050) (← links)
• Consistency of averaged impulse response estimators in vector autoregressive models (Q6604024) (← links)
• A Mallows-type model averaging estimator for ridge regression with randomly right censored data (Q6606958) (← links)
• Optimal model averaging for partially linear models with missing response variables and error-prone covariates (Q6652596) (← links)