Nothing Special   »   [go: up one dir, main page]
create a website
Model averaging for interval-valued data. (2022). Wang, Shouyang ; Alan, ; Zhang, Xinyu ; Sun, Yuying.
In: European Journal of Operational Research.
RePEc:eee:ejores:v:301:y:2022:i:2:p:772-784.

Full description at Econpapers || Download paper

Cited: 4

Citations received by this document

Cites: 74

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Penalized Model Averaging for High Dimensional Quantile Regressions. (2023). Sun, Yuying ; Cai, Zongwu ; Bao, Haowen.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:202302.

    Full description at Econpapers || Download paper

  2. Feasibility and optimal sizing analysis of hybrid renewable energy systems: A case study of Al-Karak, Jordan. (2023). Maaitah, Omer Nawaf ; Ayed, Yasmine ; al Afif, Rafat.
    In: Renewable Energy.
    RePEc:eee:renene:v:204:y:2023:i:c:p:229-249.

    Full description at Econpapers || Download paper

  3. Increased panel height enhances cooling for photovoltaic solar farms. (2022). Ali, Naseem ; Viggiano, Bianca ; Smith, Sarah E ; Cal, Raul Bayoan ; Calaf, Marc ; Obligado, Martin ; Silverman, Timothy J.
    In: Applied Energy.
    RePEc:eee:appene:v:325:y:2022:i:c:s030626192201090x.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ando, T. ; Li, K.C. A model-averaging approach for high-dimensional regression. 2014 Journal of the American Statistical Association. 109 254-265

  2. Arroyo, J. . 2008 Universidad Pontificia Comillas, Madrid:
    Paper not yet in RePEc: Add citation now
  3. Arroyo, J. ; Espínola, R. ; Maté, C. Different approaches to forecast interval time series: A comparison in finance. 2011 Computational Economics. 37 169-191
    Paper not yet in RePEc: Add citation now
  4. Arroyo, J. ; González-Rivera, G. ; Maté, C. Forecasting with interval and histogram data: Some financial applications. 2010 En : Ullah, A. ; Giles, D.E.A. Handbook of empirical economics and finance. Chapman and Hall, New York:
    Paper not yet in RePEc: Add citation now

  5. Aznar, J. ; Guijarro, F. Estimating regression parameters with imprecise input data in an appraisal context. 2007 European Journal of Operational Research. 176 1896-1907

  6. Aznar, J. ; Guijarro, F. Modelling aesthetic variables in the valuation of paintings: An interval goal programming approach. 2007 Journal of the Operational Research Society. 58 957-963

  7. Beyaztas, U. ; Shang, H.L. ; Abdel-Salam, G. Functional linear models for interval-valued data. 2020 Communications in Statistics - Simulation and Computation. xx 1-20
    Paper not yet in RePEc: Add citation now

  8. Billard, L. ; Diday, E. From the statistics of data to the statistics of knowledge: Symbolic data analysis. 2003 Journal of the American Statistical Association. 98 470-487

  9. Billard, L. ; Diday, E. Regression analysis for interval-valued data. 2000 Springer, New York:
    Paper not yet in RePEc: Add citation now
  10. Billard, L. ; Diday, E. Symbolic data analysis: Conceptual statistics and data mining. 2007 John Wiley & Sons, New York.:
    Paper not yet in RePEc: Add citation now
  11. Billard, L. ; Diday, E. Symbolic regression analysis. 2002 Springer-Verlag, Berlin:
    Paper not yet in RePEc: Add citation now
  12. Bock, H.-H. ; Diday, E. Analysis of symbolic data: Exploratory methods for extracting statistical information from complex data. 2000 Springer Science & Business Media:
    Paper not yet in RePEc: Add citation now
  13. Brito, P. Modelling and analysing interval data. 2007 Springer, New York:
    Paper not yet in RePEc: Add citation now
  14. Brito, P. Symbolic data analysis: Another look at the interaction of data mining and statistics. 2014 Wiley Interdisciplinary Reviews: Data Mining and Knowledge Discovery. 4 281-295
    Paper not yet in RePEc: Add citation now

  15. Brito, P. ; Duarte Silva, A.P. Modelling interval data with normal and skew-normal distributions. 2012 Journal of Applied Statistics. 39 3-20

  16. Brito, P. ; Duarte Silva, A.P. ; Dias, J.G. Probabilistic clustering of interval data. 2015 Intelligent Data Analysis. 19 293-313
    Paper not yet in RePEc: Add citation now

  17. Buansing, T. ; Golan, A. ; Ullah, A. An information-theoretic approach for forecasting interval-valued sp500 daily returns. 2020 International Journal of Forecasting. 36 -

  18. Buckland, S.T. ; Burnham, K.P. ; Augustin, N.H. Model selection: An integral part of inference. 1997 Biometrics. 53 603-618
    Paper not yet in RePEc: Add citation now
  19. Burnham, K.P. ; Anderson, D.R. Model selection and multimodel inference: A practical information-theoretic approach. 2002 Springer, New York:
    Paper not yet in RePEc: Add citation now

  20. Cheung, Y.L. ; Cheung, Y.W. ; He, A.W.W. ; Wan, A.T.K. A trading strategy based on callable bull/bear contracts. 2010 Pacific Basin Finance Journal. 18 186-198

  21. Cheung, Y.L. ; Cheung, Y.W. ; Wan, A.T.K. A high–low model of daily stock price ranges. 2009 Journal of Forecasting. 28 103-119
    Paper not yet in RePEc: Add citation now
  22. Claeskens, G. Statistical model choice. 2016 Annual Review of Statistics and its Application. 3 233-256
    Paper not yet in RePEc: Add citation now
  23. Diamond, P. Least squares fitting of compact set-valued data. 1990 Journal of Mathematical Analysis and Applications. 147 351-362
    Paper not yet in RePEc: Add citation now

  24. Dias, S. ; Brito, P. Off the beaten track: A new linear model for interval data. 2017 European Journal of Operational Research. 258 1118-1130

  25. Diday, E. ; Noirhomme-Fraiture, M. Symbolic data analysis and the SODAS software. 2008 John Wiley & Sons:
    Paper not yet in RePEc: Add citation now
  26. Duan, N. Smearing estimate: A nonprametric retransformation method. 1983 Journal of the American Statistical Association. 78 605-610
    Paper not yet in RePEc: Add citation now

  27. Garcia-Ascanio, C. ; Maté, C. Electric power demand forecasting using interval time series: A comparison between VAR and iMLP. 2010 Energy Policy. 38 715-725

  28. Gil, M.A. ; Lubiano, M.A. ; Montenegro, M. ; López, M.T. Least squares fitting of an affine function and strength of association for interval-valued data. 2002 Metrika. 56 97-111
    Paper not yet in RePEc: Add citation now

  29. Giordani, P. Lasso-constrained regression analysis for interval-valued data. 2015 Advances in Data Analysis and Classification. 9 5-19

  30. Golan, A. ; Ullah, A. Interval estimation: An information theoretic approach. 2017 Econometric Reviews. 36 781-795

  31. González-Rivera, G. ; Arroyo, J. Time series modeling of histogram-valued data: The daily histogram time series of S&P 500 intradaily returns. 2012 International Journal of Forecasting. 28 20-33

  32. González-Rivera, G. ; Lin, W. Constrained regression for interval-valued data. 2013 Journal of Business & Economic Statistics. 31 473-490

  33. Gonzalez-Rivera, G. ; Luo, Y. ; Ruiz, E. Prediction regions for interval-valued time series. 2020 Journal of Applied Econometrics. 35 373-390

  34. Hansen, B.E. Least squares model averaging. 2007 Econometrica. 75 1175-1189

  35. Hansen, B.E. Model averaging, asymptotic risk, and regressor groups. 2014 Quantitative Economics. 5 495-530

  36. Hansen, B.E. ; Racine, J. Jackknife model averaging. 2012 Journal of Econometrics. 167 38-46

  37. He, A.W.W. ; Kwok, J.T.K. ; Wan, A.T.K. An empirical model of daily highs and lows of west texas intermediate crude oil prices. 2010 Energy Economics. 32 1499-1506

  38. He, Y. ; Han, A. ; Hong, Y. ; Sun, Y. ; Wang, S. Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models. 2021 Econometric Reviews. 40 584-606

  39. Hjort, N.L. ; Claeskens, G. Frequentist model average estimators. 2003 Journal of the American Statistical Association. 98 879-899
    Paper not yet in RePEc: Add citation now
  40. Hoeting, J.A. ; Madigan, D. ; Raftery, A.E. ; Volinsky, C.T. Bayesian model averaging: A tutorial. 1999 Statistical Science. 14 382-417
    Paper not yet in RePEc: Add citation now
  41. Leung, G. ; Barron, A.R. Information theory and mixing least-squares regressions. 2006 IEEE Transactions on Information Theory. 52 3396-3410
    Paper not yet in RePEc: Add citation now

  42. Liang, H. ; Zou, G. ; Wan, A.T.K. ; Zhang, X. Optimal weight choice for frequentist model average estimators. 2011 Journal of the American Statistical Association. 106 1053-1066

  43. Lima Neto, E.A. ; De Carvalho, F.A.T. Centre and range method for fitting a linear regression model to symbolic interval data. 2008 Computational Statistics & Data Analysis. 52 1500-1515

  44. Lima Neto, E.A. ; De Carvalho, F.A.T. Constrained linear regression models for symbolic interval-valued variables. 2010 Computational Statistics & Data Analysis. 54 333-347

  45. Lima Neto, E.A. ; De Carvalho, F.A.T. Nonlinear regression applied to interval-valued data. 2017 Pattern Analysis and Applications. 20 809-824
    Paper not yet in RePEc: Add citation now

  46. Lin, W. ; González-Rivera, G. Interval-valued time series models: Estimation based on order statistics exploring the agriculture marketing service data. 2016 Computational Statistics & Data Analysis. 100 694-711

  47. Liu, C.A. Distribution theory of the least squares averaging estimator. 2015 Journal of Econometrics. 186 142-159

  48. Magnus, J.R. ; Vasnev, A. Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations. 2015 International Journal of Forecasting. 31 769-781

  49. Maharaj, E.A. ; Teles, P. ; Brito, P. Clustering of interval time series. 2019 Statistics and Computing. 29 1011-1034
    Paper not yet in RePEc: Add citation now
  50. Maia, A.L.S. ; De Carvalho, F.A.T. ; Ludermir, T.B. Forecasting models for interval-valued time series. 2008 Neurocomputing. 71 3344-3352
    Paper not yet in RePEc: Add citation now
  51. Neto, E.D.A.L. ; Cordeiro, G.M. ; de Carvalho, F.d.A. Bivariate symbolic regression models for interval-valued variables. 2011 Journal of Statistical Computation and Simulation. 81 1727-1744
    Paper not yet in RePEc: Add citation now
  52. Qiao, K. ; Liu, Z. ; Huang, B. ; Sun, Y. ; Wang, S. Brexit and its impact on the us stock market. 2021 Journal of Systems Science and Complexity. 34 1044-1062
    Paper not yet in RePEc: Add citation now

  53. Qiao, K. ; Sun, Y. ; Wang, S. Market inefficiencies associated with pricing oil stocks during shocks. 2019 Energy Economics. 81 661-671

  54. Rodrigues, P.M. ; Salish, N. Modeling and forecasting interval time series with threshold models. 2015 Advances in Data Analysis and Classification. 9 41-57

  55. Sun, Y. ; Bao, Q. ; Zheng, J. ; Wang, S. Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach. 2020 China Economic Review. 62 101476-

  56. Sun, Y. ; Han, A. ; Hong, Y. ; Wang, S. Threshold autoregressive models for interval-valued time series data. 2018 Journal of Econometrics. 206 414-446

  57. Sun, Y. ; Hong, Y. ; Lee, T.H. ; Wang, S. ; Zhang, X. Time-varying model averaging. 2021 Journal of Econometrics. 222 974-992

  58. Sun, Y. ; Qiao, K. ; Wang, S. Uncertainty shocks of trump election in an interval model of stock market. 2021 Quantitative Finance. 21 865-879

  59. Sun, Y. ; Zhang, X. ; Hong, Y. ; Wang, S. Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling. 2019 Energy Economics. 78 165-173

  60. Teles, P. ; Brito, P. Modeling interval time series with space–time processes. 2015 Communications in Statistics: Theory and Methods. 44 3599-3627

  61. Wang, X. ; Zhang, Z. ; Li, S. Set-valued and interval-valued stationary time series. 2016 Journal of Multivariate Analysis. 145 208-223

  62. White, H. Maximum likelihood estimation of misspecified models. 1982 Econometrica. 50 1-25

  63. Whittle, P. Bounds for the moments of linear and quadratic forms in independent variables. 1960 Theory of Probability & Its Applications. 5 302-305
    Paper not yet in RePEc: Add citation now
  64. Wu, X. ; Perloff, J. China’s income distribution, 1985–2001. 2005 Review of Economics and Statistics. 87 763-775
    Paper not yet in RePEc: Add citation now

  65. Wu, X. ; Perloff, J. GMM estimation of a maximum entropy distribution with interval data. 2005 Journal of Econometrics. 138 532-546

  66. Xiong, T. ; Bao, Y. ; Hu, Z. Multiple-output support vector regression with a firefly algorithm for interval-valued stock price index forecasting. 2014 Knowledge-Based Systems. 55 87-100

  67. Xiong, T. ; Li, C. ; Bao, Y. Interval-valued time series forecasting using a novel hybrid Holti and MSVR model. 2017 Economic Modelling. 60 11-23

  68. Xiong, T. ; Li, C. ; Bao, Y. ; Hu, Z. ; Zhang, L. A combination method for interval forecasting of agricultural commodity futures prices. 2015 Knowledge-Based Systems. 77 92-102
    Paper not yet in RePEc: Add citation now
  69. Xu, S. ; Chen, X. ; Han, A. Interval forecasting of crude oil price. 2008 Springer:
    Paper not yet in RePEc: Add citation now

  70. Yang, Y. Adaptive regression by mixing. 2001 Journal of the American Statistical Association. 96 574-588

  71. Yang, Z. ; Lin, D.K. ; Zhang, A. Interval-valued data prediction via regularized artificial neural network. 2019 Neurocomputing. 331 336-345
    Paper not yet in RePEc: Add citation now

  72. Zhang, D. ; Li, Q. ; Mugera, A.W. ; Ling, L. A hybrid model considering cointegration for interval-valued pork price forecasting in China. 2020 Journal of Forecasting. 39 1324-1341

  73. Zhang, X. ; Liu, C.A. Inference after model averaging in linear regression models. 2019 Econometric Theory. 35 816-841

  74. Zhang, X. ; Zou, G. ; Carroll, R. Model averaging based on Kullback-Leibler distance. 2015 Statistica Sinica. 25 1583-1598
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Li, Haiqi ; Hong, Yongmiao ; Chen, Qitong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

    Full description at Econpapers || Download paper

  2. Model aggregation for doubly divided data with large size and large dimension. (2023). Wu, Yuanshan ; Yin, Guosheng ; Liu, Yanyan ; He, Baihua.
    In: Computational Statistics.
    RePEc:spr:compst:v:38:y:2023:i:1:d:10.1007_s00180-022-01242-3.

    Full description at Econpapers || Download paper

  3. Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions. (2023). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:202309.

    Full description at Econpapers || Download paper

  4. Penalized Model Averaging for High Dimensional Quantile Regressions. (2023). Sun, Yuying ; Cai, Zongwu ; Bao, Haowen.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:202302.

    Full description at Econpapers || Download paper

  5. Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:235:y:2023:i:2:p:592-607.

    Full description at Econpapers || Download paper

  6. Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377.

    Full description at Econpapers || Download paper

  7. Model averaging prediction by K-fold cross-validation. (2023). Liu, Chu-An ; Zhang, Xinyu.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:235:y:2023:i:1:p:280-301.

    Full description at Econpapers || Download paper

  8. Correcting sample selection bias with model averaging for consumer demand forecasting. (2023). Zhang, Xinyu ; Yang, Guangren ; Ai, Xin ; Xie, Tian ; Zhao, Shangwei.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000871.

    Full description at Econpapers || Download paper

  9. .

    Full description at Econpapers || Download paper

  10. Exchange Rate Uncertainty and the Interest Rate Parity. (2022). Fernandez, Julian.
    In: MPRA Paper.
    RePEc:pra:mprapa:116010.

    Full description at Econpapers || Download paper

  11. Model averaging for interval-valued data. (2022). Wang, Shouyang ; Alan, ; Zhang, Xinyu ; Sun, Yuying.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:301:y:2022:i:2:p:772-784.

    Full description at Econpapers || Download paper

  12. On improvability of model selection by model averaging. (2022). Yang, Yuhong ; Peng, Jingfu.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:229:y:2022:i:2:p:246-262.

    Full description at Econpapers || Download paper

  13. Semiparametric model averaging prediction for dichotomous response. (2022). Xia, Xiaochao ; Li, Jialiang ; Fang, Fang.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:229:y:2022:i:2:p:219-245.

    Full description at Econpapers || Download paper

  14. Mallows model averaging with effective model size in fragmentary data prediction. (2022). Ni, Lyu ; Fang, Fang ; Yuan, Chaoxia.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:173:y:2022:i:c:s0167947322000779.

    Full description at Econpapers || Download paper

  15. .

    Full description at Econpapers || Download paper

  16. Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing. (2021). Xia, Xiaochao.
    In: Statistical Papers.
    RePEc:spr:stpapr:v:62:y:2021:i:6:d:10.1007_s00362-020-01218-9.

    Full description at Econpapers || Download paper

  17. Model averaging marginal regression for high dimensional conditional quantile prediction. (2021). Lv, Jing ; Guo, Chaohui ; Yang, HU ; Tu, Jingwen.
    In: Statistical Papers.
    RePEc:spr:stpapr:v:62:y:2021:i:6:d:10.1007_s00362-020-01212-1.

    Full description at Econpapers || Download paper

  18. Optimal model averaging estimator for semi-functional partially linear models. (2021). Bai, Yang ; Wang, Liming ; Jiang, Rongjie.
    In: Metrika: International Journal for Theoretical and Applied Statistics.
    RePEc:spr:metrik:v:84:y:2021:i:2:d:10.1007_s00184-020-00772-4.

    Full description at Econpapers || Download paper

  19. Optimal model averaging forecasting in high-dimensional survival analysis. (2021). Ren, Yanyan ; Xie, Jinhan ; Wang, Wei ; Yan, Xiaodong.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:37:y:2021:i:3:p:1147-1155.

    Full description at Econpapers || Download paper

  20. On sparse ensemble methods: An application to short-term predictions of the evolution of COVID-19. (2021). Sillero-Denamiel, Remedios M ; Morales, Dolores Romero ; Ramirez-Cobo, Pepa ; Molero-Rio, Cristina ; Martin-Barragan, Belen ; Jimenez-Gamero, Dolores M ; Guerrero, Vanesa ; Carrizosa, Emilio ; Benitez-Pea, Sandra.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:295:y:2021:i:2:p:648-663.

    Full description at Econpapers || Download paper

  21. Model averaging prediction for time series models with a diverging number of parameters. (2021). Zhang, Xinyu ; Gao, Yan ; Zou, Guohua ; Liao, Jun.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:223:y:2021:i:1:p:190-221.

    Full description at Econpapers || Download paper

  22. Time-varying model averaging. (2021). Hong, Yongmiao ; Sun, Yuying ; Zhang, Xinyu ; Wang, Shouyang ; Lee, Tae-Hwy.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:222:y:2021:i:2:p:974-992.

    Full description at Econpapers || Download paper

  23. The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success. (2020). Lehrer, Steven ; Xie, Tian.
    In: Working Paper.
    RePEc:qed:wpaper:1449.

    Full description at Econpapers || Download paper

  24. Complete Subset Averaging for Quantile Regressions. (2020). Shin, Youngki ; Lee, Ji Hyung.
    In: Department of Economics Working Papers.
    RePEc:mcm:deptwp:2020-03.

    Full description at Econpapers || Download paper

  25. Cross-Validation Model Averaging for Generalized Functional Linear Model. (2020). Zou, Guohua ; Zhang, Haili.
    In: Econometrics.
    RePEc:gam:jecnmx:v:8:y:2020:i:1:p:7-:d:324497.

    Full description at Econpapers || Download paper

  26. Model averaging assisted sufficient dimension reduction. (2020). Yu, Zhou ; Fang, Fang.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:152:y:2020:i:c:s0167947320300840.

    Full description at Econpapers || Download paper

  27. Corrected Mallows criterion for model averaging. (2020). Zou, Guohua ; Liao, Jun.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302579.

    Full description at Econpapers || Download paper

  28. Detangling robustness in high dimensions: composite versus model-averaged estimation. (2020). Bradic, Jelena ; Claeskens, Gerda ; Zhou, Jing.
    In: Papers.
    RePEc:arx:papers:2006.07457.

    Full description at Econpapers || Download paper

  29. Complete Subset Averaging for Quantile Regressions. (2020). Shin, Youngki ; Lee, Ji Hyung.
    In: Papers.
    RePEc:arx:papers:2003.03299.

    Full description at Econpapers || Download paper

  30. On the Forecast Combination Puzzle. (2019). Cheng, Gang ; Rolling, Craig A ; Qian, Wei ; Yang, Yuhong.
    In: Econometrics.
    RePEc:gam:jecnmx:v:7:y:2019:i:3:p:39-:d:265946.

    Full description at Econpapers || Download paper

  31. Semiparametric quantile averaging in the presence of high-dimensional predictors. (2019). Gooijer, Jan G. ; de Gooijer, Jan G ; Zerom, Dawit.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:3:p:891-909.

    Full description at Econpapers || Download paper

  32. Model averaging based on leave-subject-out cross-validation for vector autoregressions. (2019). Zou, Guohua ; Zhang, Xinyu ; Zong, Xianpeng ; Liao, Jun.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:209:y:2019:i:1:p:35-60.

    Full description at Econpapers || Download paper

  33. Averaging estimators for discrete choice by M-fold cross-validation. (2019). Zhao, Shangwei ; Yang, Guangren ; Zhou, Jianhong .
    In: Economics Letters.
    RePEc:eee:ecolet:v:174:y:2019:i:c:p:65-69.

    Full description at Econpapers || Download paper

  34. Complete Subset Averaging with Many Instruments. (2019). Shin, Youngki ; Lee, Seojeong.
    In: Papers.
    RePEc:arx:papers:1811.08083.

    Full description at Econpapers || Download paper

  35. Optimal Estimation with Complete Subsets of Instruments. (2018). Shin, Youngki ; Lee, Seojeong.
    In: Department of Economics Working Papers.
    RePEc:mcm:deptwp:2018-15.

    Full description at Econpapers || Download paper

  36. Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions. (2018). Racine, Jeffrey ; Zheng, LI ; Li, QI.
    In: Department of Economics Working Papers.
    RePEc:mcm:deptwp:2018-10.

    Full description at Econpapers || Download paper

  37. Weighted-average least squares estimation of generalized linear models. (2018). Peracchi, Franco ; De Luca, Giuseppe ; Magnus, Jan R.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:204:y:2018:i:1:p:1-17.

    Full description at Econpapers || Download paper

  38. Spatial weights matrix selection and model averaging for spatial autoregressive models. (2018). Zhang, Xinyu ; Yu, Jihai.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:203:y:2018:i:1:p:1-18.

    Full description at Econpapers || Download paper

  39. Model Averaging for High-Dimensional Linear Models. (2018). Pan, Juming.
    In: Biostatistics and Biometrics Open Access Journal.
    RePEc:adp:jbboaj:v:6:y:2018:i:2:p:46-47.

    Full description at Econpapers || Download paper

  40. Time-varying Model Averaging. (2017). Lee, Tae Hwy ; Sun, Yuying ; Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang.
    In: Working Papers.
    RePEc:ucr:wpaper:202001.

    Full description at Econpapers || Download paper

  41. Weighted-Average Least Squares Estimation of Generalized Linear Models. (2017). Peracchi, Franco ; De Luca, Giuseppe ; Magnus, Jan .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20170029.

    Full description at Econpapers || Download paper

  42. OPTIMAL MODEL AVERAGING OF VARYING COEFFICIENT MODELS. (2017). Racine, Jeffrey ; Li, QI ; Zhang, Daiqiang .
    In: Department of Economics Working Papers.
    RePEc:mcm:deptwp:2017-01.

    Full description at Econpapers || Download paper

  43. Weighted-average least squares estimation of generalized linear models. (2017). Peracchi, Franco ; De Luca, Giuseppe ; Magnus, Jan R.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1711.

    Full description at Econpapers || Download paper

  44. Optimal Model Averaging Estimation for Generalized Linear Models and Generalized Linear Mixed-Effects Models. (2016). Zhang, Xinyu ; Liang, Hua ; Zou, Guohua ; Yu, Dalei.
    In: Journal of the American Statistical Association.
    RePEc:taf:jnlasa:v:111:y:2016:i:516:p:1775-1790.

    Full description at Econpapers || Download paper

  45. Model averaging based on leave-subject-out cross-validation. (2016). Gao, Yan ; Zou, Guohua ; Wang, Shouyang ; Zhang, Xinyu.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:192:y:2016:i:1:p:139-151.

    Full description at Econpapers || Download paper

  46. Model averaging with high-dimensional dependent data. (2016). Li, Hongjun ; Zhou, Jianhong ; Zhao, Shangwei.
    In: Economics Letters.
    RePEc:eee:ecolet:v:148:y:2016:i:c:p:68-71.

    Full description at Econpapers || Download paper

  47. Semiparametric Model Averaging of Ultra-High Dimensional Time Series. (2015). Li, Degui ; LINTON, OLIVER ; Chen, Jia ; Lu, Zudi.
    In: Discussion Papers.
    RePEc:yor:yorken:15/18.

    Full description at Econpapers || Download paper

  48. Semiparametric model averaging of ultra-high dimensional time series. (2015). Li, Degui ; LINTON, OLIVER ; Chen, Jia ; Lu, Zudi.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:62/15.

    Full description at Econpapers || Download paper

  49. Toward optimal model averaging in regression models with time series errors. (2015). Cheng, Tzu-Chang F ; Yu, Shu-Hui ; Ing, Ching-Kang .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:189:y:2015:i:2:p:321-334.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-18 12:13:22 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.