This paper considers the problem of model averaging for regression models that can be nonlinear in their parameters and variables. We consider a nonlinear model averaging (NMA) framework and propose a weight-choosing criterion, the nonlinear information criterion (NIC). We show that up to a...

Abstract In this paper, we investigate how much Chinese households have contributed to China's economic growth between 1980 and 2015 from the perspective of age structure transitions. We first propose a theoretical framework for the quantification of the demographic dividends during an age...

This paper is concerned with the model averaging estimation for the conditional volatility model family. We propose a model averaging estimator for the conditional volatility under a framework of zero conditional mean and construct the corresponding weight choosing criterion. It is shown that...