Pages that link to "Item:Q1740272"
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The following pages link to Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272):
Displayed 10 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)
- Forecasting vector autoregressions with mixed roots in the vicinity of unity (Q6049842) (← links)
- Penalized time-varying model averaging (Q6108303) (← links)
- Multifold Cross-Validation Model Averaging for Generalized Additive Partial Linear Models (Q6141208) (← links)
- Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635) (← links)
