Heteroscedasticity-robust model screening : a useful toolkit for model averaging in big data analytics
Year of publication: |
February 2017
|
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Authors: | Xie, Tian |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 151.2017, p. 119-122
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Subject: | Model screening | Model averaging | Big data analytics | Big Data | Big data | Data Mining | Data mining | Modellierung | Scientific modelling | Data Analytics | Data analytics | Theorie | Theory |
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