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Model averaging based on generalized method of moments 期刊论文
ECONOMICS LETTERS, 2021, 卷号: 200, 页码: 5
作者:  Wang, Weiwei;  Zhang, Qi;  Zhang, Xinyu;  Li, Xinmin
收藏  |  浏览/下载:134/0  |  提交时间:2021/04/26
Generalized method of moments  Model averaging  Cross-validation criterion  Asymptotic optimality  
A class of model averaging estimators 期刊论文
ECONOMICS LETTERS, 2018, 卷号: 162, 页码: 101-106
作者:  Zhao, Shangwei;  Ullah, Aman;  Zhang, Xinyu
收藏  |  浏览/下载:139/0  |  提交时间:2018/07/30
Finite sample size  Mean squared error  Model averaging  Sufficient condition  
Model averaging with averaging covariance matrix 期刊论文
ECONOMICS LETTERS, 2016, 卷号: 145, 页码: 214-217
作者:  Zhao, Shangwei;  Zhang, Xinyu;  Gao, Yichen
收藏  |  浏览/下载:98/0  |  提交时间:2018/07/30
Asymptotic optimality  Heteroscedasticity  Model averaging  
On the dominance of Mallows model averaging estimator over ordinary least squares estimator 期刊论文
ECONOMICS LETTERS, 2016, 卷号: 142, 页码: 69-73
作者:  Zhang, Xinyu;  Ullah, Aman;  Zhao, Shangwei
收藏  |  浏览/下载:96/0  |  提交时间:2018/07/30
Finite sample size  Mean squared error  Model averaging  Sufficient condition