On the dominance of Mallows model averaging estimator over ordinary least squares estimator

doi:10.1016/j.econlet.2016.02.027

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	On the dominance of Mallows model averaging estimator over ordinary least squares estimator
	Zhang, Xinyu1 ; Ullah, Aman 2; Zhao, Shangwei 3
	2016-05-01
发表期刊	ECONOMICS LETTERS
ISSN	0165-1765
卷号	142 页码:69-73
摘要	This note studies Mallows model averaging method for finite sample size situation. Sufficient conditions under which the model averaging estimator dominates the ordinary least squares estimator are provided with respect to mean squared error. (c) 2016 Elsevier B.V. All rights reserved.
关键词	Finite sample size Mean squared error Model averaging Sufficient condition
DOI	10.1016/j.econlet.2016.02.027
语种	英语
资助项目	National Natural Science Foundation of China[71522004] ; National Natural Science Foundation of China[11471324] ; AMSS ; CAS ; Academic Senate Grant at UCR
WOS研究方向	Business & Economics
WOS类目	Economics
WOS记录号	WOS:000375737700016
出版者	ELSEVIER SCIENCE SA
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/22628
专题	系统科学研究所
通讯作者	Zhao, Shangwei
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China 2.Univ Calif Riverside, Dept Econ, Riverside, CA 92521 USA 3.Minzu Univ China, Coll Sci, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Zhang, Xinyu,Ullah, Aman,Zhao, Shangwei. On the dominance of Mallows model averaging estimator over ordinary least squares estimator[J]. ECONOMICS LETTERS,2016,142:69-73.
APA	Zhang, Xinyu,Ullah, Aman,&Zhao, Shangwei.(2016).On the dominance of Mallows model averaging estimator over ordinary least squares estimator.ECONOMICS LETTERS,142,69-73.
MLA	Zhang, Xinyu,et al."On the dominance of Mallows model averaging estimator over ordinary least squares estimator".ECONOMICS LETTERS 142(2016):69-73.