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A class of model averaging estimators
Zhao, Shangwei; Ullah, Aman; Zhang, Xinyu - In: Economics letters 162 (2018), pp. 101-106
Persistent link: https://www.econbiz.de/10011939785
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Model averaging with averaging covariance matrix
Zhao, Shangwei; Zhang, Xinyu; Gao, Yichen - In: Economics letters 145 (2016), pp. 214-217
Persistent link: https://www.econbiz.de/10011618420
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Model averaging with high-dimensional dependent data
Zhao, Shangwei; Zhou, Jianhong; Li, Hongjun - In: Economics letters 148 (2016), pp. 68-71
Persistent link: https://www.econbiz.de/10011619865