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Time-varying model averaging
Sun, Yuying; Hong, Yongmiao; Lee, Tae-hwy; Wang, Shouyang; … - In: Journal of econometrics 222 (2021) 2, pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
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Spatial weights matrix selection and model averaging for spatial autoregressive models
Zhang, Xinyu; Yu, Jihai - In: Journal of econometrics 203 (2018) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011974585
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Optimal model averaging based on forward-validation
Zhang, Xiaomeng; Zhang, Xinyu - In: Journal of econometrics 237 (2023) 2,3, pp. 1-20
Persistent link: https://www.econbiz.de/10014471810