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~person:"Lu, Xun"
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Final prediction error
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Lu, Xun
Kim, Hyeongwoo
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Jackknife model averaging for quantile regressions
Lu, Xun
;
Su, Liangjun
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 40-58
Persistent link: https://www.econbiz.de/10011500249
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2
Jackknife Model Averaging for Quantile Regressions
Lu, Xun
;
Su, Liangjun
-
School of Economics, Singapore Management University
-
2014
-of-sample final
prediction
error
among the given set of weight vectors. We conduct Monte Carlo simulations to demonstrate the finite …
Persistent link: https://www.econbiz.de/10010887082
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