Pages that link to "Item:Q811062"
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The following pages link to Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors (Q811062):
Displaying 47 items.
- Instrumental variables estimators of nonparametric models with discrete endogenous regressors (Q261905) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Cross-validation for selecting a model selection procedure (Q494374) (← links)
- Consistency of model averaging estimators (Q500555) (← links)
- A semiparametric cointegrating regression: investigating the effects of age distributions on consumption and saving (Q530986) (← links)
- Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment (Q713643) (← links)
- Jackknife model averaging (Q738132) (← links)
- Estimating semiparametric panel data models by marginal integration (Q738175) (← links)
- Toward optimal model averaging in regression models with time series errors (Q888324) (← links)
- From Stein's unbiased risk estimates to the method of generalized cross- validation (Q1083798) (← links)
- Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing (Q1094036) (← links)
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set (Q1107927) (← links)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- Model averaging with averaging covariance matrix (Q1670200) (← links)
- European exchange trading funds trading with locally weighted support vector regression (Q1698924) (← links)
- The optimal selection for restricted linear models with average estimator (Q1724760) (← links)
- Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression (Q1807078) (← links)
- Asymptotic optimality of full cross-validation for selecting linear regression models (Q1962131) (← links)
- Time-varying model averaging (Q2024462) (← links)
- Mallows criterion for heteroskedastic linear regressions with many regressors (Q2036956) (← links)
- Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing (Q2062417) (← links)
- Asymptotic optimality of the nonnegative garrote estimator under heteroscedastic errors (Q2200114) (← links)
- Optimal model averaging estimator for semi-functional partially linear models (Q2227201) (← links)
- Targeted smoothing parameter selection for estimating average causal effects (Q2259819) (← links)
- Determining individual or time effects in panel data models (Q2295800) (← links)
- Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors (Q2343764) (← links)
- Generalized cross validation in variable selection with and without shrinkage (Q2343837) (← links)
- Distribution theory of the least squares averaging estimator (Q2346023) (← links)
- Jackknife model averaging for quantile regressions (Q2354857) (← links)
- Cross-validation estimation of covariance parameters under fixed-domain asymptotics (Q2401354) (← links)
- Model averaging by jackknife criterion in models with dependent data (Q2439862) (← links)
- Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (Q2658786) (← links)
- A third order asymptotic comparison of least squares, jack-knifing and cross-validation for error variance estimation in nonlinear regression (Q3676982) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- Artificial neural networks: an econometric perspective<sup>∗</sup> (Q4853078) (← links)
- INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS (Q4967794) (← links)
- INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS (Q4993890) (← links)
- A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING (Q4993892) (← links)
- Optimal Model Averaging Based on Generalized Method of Moments (Q5037805) (← links)
- Model averaging by jackknife criterion for varying-coefficient partially linear models (Q5077210) (← links)
- A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model (Q5231514) (← links)
- OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
- Determination of different types of fixed effects in three-dimensional panels* (Q5861054) (← links)
- IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR (Q6078285) (← links)
- Model averaging prediction by \(K\)-fold cross-validation (Q6163281) (← links)
- When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage (Q6190731) (← links)
- Consistency of averaged impulse response estimators in vector autoregressive models (Q6604024) (← links)
