Model averaging with high-dimensional dependent data
Shangwei Zhao, Jianhong Zhou, Hongjun Li
| 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 | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.09.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011619865