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A class of model averaging estimators
Zhao, Shangwei1; Ullah, Aman2; Zhang, Xinyu3,4
2018
Source PublicationECONOMICS LETTERS
ISSN0165-1765
Volume162Pages:101-106
AbstractModel averaging aims to a trade-off between efficiency and biases. In this paper, a class of model averaging estimators, g-class, is introduced, and its dominance condition over the ordinary least squares estimator is established. All theoretical findings are verified by simulations. (C) 2017 Elsevier B.V. All rights reserved.
KeywordFinite sample size Mean squared error Model averaging Sufficient condition
DOI10.1016/j.econlet.2017.10.023
Language英语
Funding ProjectNational Natural Science Foundation of China[71522004] ; National Natural Science Foundation of China[11471324] ; National Natural Science Foundation of China[71631008] ; Foundations of Minzu University of China[2017MDYL21] ; Foundations of Minzu University of China[2017QNPY34] ; Academic Senate Grant at UCR ; Ministry of Education of China[17YJC910011]
WOS Research AreaBusiness & Economics
WOS SubjectEconomics
WOS IDWOS:000423001500024
PublisherELSEVIER SCIENCE SA
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/29367
Collection系统科学研究所
Corresponding AuthorZhang, Xinyu
Affiliation1.Minzu Univ China, Coll Sci, Beijing, Peoples R China
2.Univ Calif Riverside, Dept Econ, Riverside, CA 92521 USA
3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
4.Capital Univ Econ & Business, ISEM, Beijing, Peoples R China
Recommended Citation
GB/T 7714
Zhao, Shangwei,Ullah, Aman,Zhang, Xinyu. A class of model averaging estimators[J]. ECONOMICS LETTERS,2018,162:101-106.
APA Zhao, Shangwei,Ullah, Aman,&Zhang, Xinyu.(2018).A class of model averaging estimators.ECONOMICS LETTERS,162,101-106.
MLA Zhao, Shangwei,et al."A class of model averaging estimators".ECONOMICS LETTERS 162(2018):101-106.
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