Pages that link to "Item:Q888324"

The following pages link to Toward optimal model averaging in regression models with time series errors (Q888324):

Displaying 20 items.

• Estimation of inverse autocovariance matrices for long memory processes (Q282527) (← links)
• Frontiers in time series and financial econometrics: an overview (Q888316) (← links)
• Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272) (← links)
• Model averaging prediction for time series models with a diverging number of parameters (Q2024480) (← links)
• Optimal model averaging for multivariate regression models (Q2078519) (← links)
• On improvability of model selection by model averaging (Q2155292) (← links)
• When and when not to use optimal model averaging (Q2208423) (← links)
• Optimal model averaging estimator for semi-functional partially linear models (Q2227201) (← links)
• Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
• Frequentist model averaging for threshold models (Q2414942) (← links)
• Sparsity Oriented Importance Learning for High-Dimensional Linear Regression (Q3121571) (← links)
• On the least-squares model averaging interval estimator (Q4638688) (← links)
• A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING (Q4993892) (← links)
• (Q5041335) (← links)
• OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
• On asymptotic risk of selecting models for possibly nonstationary time-series (Q5861039) (← links)
• Optimal model averaging estimator for multinomial logit models (Q5880132) (← links)
• Model averaging for generalized linear models with missing at random covariates (Q5880770) (← links)
• Frequentist Model Averaging for the Nonparametric Additive Model (Q6039882) (← links)
• Optimal model averaging based on forward-validation (Q6090575) (← links)