KMS Of Academy of mathematics and systems sciences, CAS
A class of model averaging estimators | |
Zhao, Shangwei1; Ullah, Aman2; 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. |
条目包含的文件 | 条目无相关文件。 |
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