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Forecasting with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu; Hansen, Bruce E. - In: Journal of econometrics 186 (2015) 2, pp. 280-293
Persistent link: https://www.econbiz.de/10011349480
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Cross-validation for selecting a model selection procedure
Zhang, Yongli; Yang, Yuhong - In: Journal of econometrics 187 (2015) 1, pp. 95-112
Persistent link: https://www.econbiz.de/10011498762
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On factor models with random missing : EM estimation, inference, and cross validation
Jin, Sainan; Miao, Ke; Su, Liangjun - In: Journal of econometrics 222 (2021) 1,3, pp. 745-777
Persistent link: https://www.econbiz.de/10012619784
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Determining individual or time effects in panel data models
Lu, Xun; Su, Liangjun - In: Journal of econometrics 215 (2020) 1, pp. 60-83
Persistent link: https://www.econbiz.de/10012439155
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Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Chen, Xirong; Li, Degui; Li, Qi; Li, Zheng - In: Journal of econometrics 212 (2019) 2, pp. 433-450
Persistent link: https://www.econbiz.de/10012304042
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Model averaging prediction by K-fold cross-validation
Zhang, Xinyu; Liu, Chu-An - In: Journal of econometrics 235 (2023) 1, pp. 280-301
Persistent link: https://www.econbiz.de/10014434415