Model averaging with high-dimensional dependent data
Year of publication: |
November 2016
|
---|---|
Authors: | Zhao, Shangwei ; Zhou, Jianhong ; Li, Hongjun |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 148.2016, p. 68-71
|
Subject: | Dependent data | High dimension | Model averaging | Optimality | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Modellierung | Scientific modelling | Regressionsanalyse | Regression analysis |
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