Model averaging, asymptotic risk, and regressor groups
Year of publication: |
November 2014
|
---|---|
Authors: | Hansen, Bruce E. |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 5.2014, 3, p. 495-530
|
Subject: | Shrinkage | efficient estimation | averaging | risk | Schätztheorie | Estimation theory | Risiko | Risk | Regressionsanalyse | Regression analysis | Modellierung | Scientific modelling |
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