Pages that link to "Item:Q5093939"
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The following pages link to Model averaging in predictive regressions (Q5093939):
Displaying 20 items.
- Least-squares forecast averaging (Q299227) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Prediction model averaging estimator (Q500561) (← links)
- Model weights for model choice and averaging (Q713757) (← links)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Optimal prediction pools (Q738000) (← links)
- Forecasting using predictive likelihood model averaging (Q1929119) (← links)
- Model averaging for interval-valued data (Q2140226) (← links)
- When and when not to use optimal model averaging (Q2208423) (← links)
- Frequentist model averaging in structural equation modelling (Q2331145) (← links)
- Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
- Model averaging, asymptotic risk, and regressor groups (Q4586211) (← links)
- On the least-squares model averaging interval estimator (Q4638688) (← links)
- Focused information criterion for locally misspecified vector autoregressive models (Q5860943) (← links)
- Optimal model averaging for divergent-dimensional Poisson regressions (Q5867570) (← links)
- Optimal model averaging based on forward-validation (Q6090575) (← links)
- Model averaging for asymptotically optimal combined forecasts (Q6108268) (← links)
- Penalized time-varying model averaging (Q6108303) (← links)
- Joint inference based on Stein-type averaging estimators in the linear regression model (Q6108315) (← links)
- Optimal model averaging based on leave-\(h\)-out forward-validation for threshold autoregressive models (Q6548802) (← links)
