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Multimodel inference based on smoothed information criteria 期刊论文
SCIENCE CHINA-MATHEMATICS, 2021, 页码: 16
作者:  Zhao, Shangwei;  Zhang, Xinyu
收藏  |  浏览/下载:144/0  |  提交时间:2021/10/26
information criterion  model averaging  multimodel inference  variance estimation  weight  
Time-varying model averaging? 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 222, 期号: 2, 页码: 974-992
作者:  Sun, Yuying;  Hong, Yongmiao;  Lee, Tae-Hwy;  Wang, Shouyang;  Zhang, Xinyu
收藏  |  浏览/下载:193/0  |  提交时间:2021/06/01
Asymptotic optimality  Forecast combination  Local stationarity  Model averaging  Structural change  Time-varying model averaging