Unit Averaging for Heterogeneous Panels
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Cites work
- A panel data approach to economic forecasting: the bias-corrected average forecast
- A Unified Approach to Focused Information Criterion and Plug-In Averaging Method
- AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS
- Conditional Akaike information for mixed-effects models
- Conditional Akaike information under generalized linear and proportional hazards mixed models
- Distribution theory of the least squares averaging estimator
- Dynamic nonlinear econometric models. Asymptotic theory
- Efficient shrinkage in parametric models
- Estimating long-run relationships from dynamic heterogeneous panels
- Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure
- Forecasting the unemployment rate over districts with the use of distinct methods
- Forecasting With Dynamic Panel Data Models
- Foundations of modern probability. In 2 volumes
- Frequentist Model Average Estimators
- scientific article; zbMATH DE number 3332962 (Why is no real title available?)
- Inference after model averaging in linear regression models
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- Instrumental Variables Regression with Weak Instruments
- Jackknife model averaging
- Least Squares Model Averaging
- Least squares model averaging by Mallows criterion
- Least-squares forecast averaging
- Model averaging and weight choice in linear mixed-effects models
- Model averaging based on leave-subject-out cross-validation
- Model Selection: An Integral Part of Inference
- Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
- Testing statistical hypotheses. In 2 volumes
- The Focused Information Criterion
- The second-order bias and mean squared error of estimators in time-series models
- The second-order bias and mean squared error of nonlinear estimators
- Weak convergence and empirical processes. With applications to statistics
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