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Consistency of model averaging estimators
Zhang, Xinyu - In: Economics letters 130 (2015), pp. 120-123
Persistent link: https://www.econbiz.de/10011422458
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Prediction model averaging estimator
Xie, Tian - In: Economics letters 131 (2015), pp. 5-8
Persistent link: https://www.econbiz.de/10011422490
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Missing mean does no harm to volatility!
Anatolyev, Stanislav; Tarasyuk, Irina - In: Economics letters 134 (2015), pp. 62-64
Persistent link: https://www.econbiz.de/10011432253
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Estimating average treatment effect by model averaging
Gao, Yichen; Long, Wei; Wang, Zhengwei - In: Economics letters 135 (2015), pp. 42-45
Persistent link: https://www.econbiz.de/10011434842
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Zero-diagonality as a linear structure
Magnus, Jan R.; Sentana, Enrique - In: Economics letters 196 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012510901
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Limit of the optimal weight in least squares model averaging with non-nested models
Fang, Fang; Liu, Minhan - In: Economics letters 196 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012510949
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Out-of-sample realized volatility forecasting : does the support vector regression compete combination methods
Zhang, Gaoxun; Qiao, Gaoxiu - In: Applied economics 53 (2021) 19, pp. 2192-2205
Persistent link: https://www.econbiz.de/10012501131
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Forecasting macroeconomic variables in data-rich environments
Medeiros, Marcelo C.; Vasconcelos, Gabriel F. R. - In: Economics letters 138 (2016), pp. 50-52
Persistent link: https://www.econbiz.de/10011615474
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DSGE Models with observation-driven time-varying volatility
Angelini, Giovanni; Gorgi, Paolo - In: Economics letters 171 (2018), pp. 169-171
Persistent link: https://www.econbiz.de/10012021819
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Generalized empirical likelihood specification test robust to local misspecification
Li, Haiqi; Fan, Rui; Park, Sung Y. - In: Economics letters 171 (2018), pp. 149-153
Persistent link: https://www.econbiz.de/10012021836