A class of model averaging estimators

doi:10.1016/j.econlet.2017.10.023

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	A class of model averaging estimators
	Zhao, Shangwei 1; Ullah, Aman 2; Zhang, Xinyu3,4
	2018
发表期刊	ECONOMICS LETTERS
ISSN	0165-1765
卷号	162 页码:101-106
摘要	Model 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.
关键词	Finite sample size Mean squared error Model averaging Sufficient condition
DOI	10.1016/j.econlet.2017.10.023
语种	英语
资助项目	National 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研究方向	Business & Economics
WOS类目	Economics
WOS记录号	WOS:000423001500024
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/29367
专题	系统科学研究所
通讯作者	Zhang, Xinyu
作者单位	1.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
推荐引用方式 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.