Model averaging in a multiplicative heteroscedastic model
Shangwei Zhao, Yanyuan Ma, Alan T.K. Wan, Xinyu Zhang, and Shouyang Wang
| Year of publication: |
2020
|
|---|---|
| Authors: | Zhao, Shangwei ; Ma, Yanyuan ; Wan, Alan T. K. ; Zhang, Xinyu ; Wang, Shouyang |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 39.2020, 10, p. 1100-1124
|
| Subject: | Heteroscedasticity-robust | model averaging | multiplicative heteroscedasticity | plug-in | squared prediction risk | Heteroskedastizität | Heteroscedasticity | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2020.1770995 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012406211