Pages that link to "Item:Q5697623"

The following pages link to CHALLENGES FOR ECONOMETRIC MODEL SELECTION (Q5697623):

Displaying 12 items.

• Frequentist model averaging estimation: a review (Q473054) (← links)
• Statistical inference in dynamic panel data models (Q928910) (← links)
• Weighted-average least squares estimation of generalized linear models (Q1745611) (← links)
• The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) (← links)
• Optimal forecasting accuracy using Lp-norm combination (Q2168554) (← links)
• Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
• Focused information criterion and model averaging for generalized additive partial linear models (Q2429927) (← links)
• ORDER SELECTION IN ARMA MODELS USING THE FOCUSED INFORMATION CRITERION (Q2892460) (← links)
• Quantile regression models with factor‐augmented predictors and information criterion (Q3018487) (← links)
• Model selection for generalized linear models with factor-augmented predictors (Q3077468) (← links)
• Focused estimation for noisy and small data sets: a Bayesian minimum expected loss estimator approach (Q5117663) (← links)
• The focussed information criterion for generalised linear regression models for time series (Q6081853) (← links)