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Weighted-Average Least Squares Prediction (Q5863646)

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scientific article; zbMATH DE number 7536147

Language	Label	Description	Also known as
English	Weighted-Average Least Squares Prediction	scientific article; zbMATH DE number 7536147

Statements

scholarly article

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Weighted-Average Least Squares Prediction (English)

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Econometric Reviews

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publication date

3 June 2022

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zbMATH Keywords

Bayesian analysis

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model averaging

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model uncertainty

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prediction

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/07474938.2014.977065

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Persistence in forecasting performance and conditional combination strategies

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Prediction in random coefficient regression

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Prediction in Random Coefficient Regression Models

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Model Selection: An Integral Part of Inference

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Estimation of the mean of a univariate normal distribution when the variance is not known

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On the harm that ignoring pretesting can cause

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Optimal forecast combinations under general loss functions and forecast error distributions

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Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter

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Least Squares Model Averaging

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Least-squares forecast averaging

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Jackknife model averaging

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Pooling of forecasts

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Some Estimators for a Linear Model with Random Coefficients

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Frequentist Model Average Estimators

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Ridge Regression: Biased Estimation for Nonorthogonal Problems

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THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS

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Can one estimate the conditional distribution of post-model-selection estimators?

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CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?

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Optimal Weight Choice for Frequentist Model Average Estimators

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The Traditional Pretest Estimator

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Estimation of the mean of a univariate normal distribution with known variance

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Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest

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A comparison of two model averaging techniques with an application to growth empirics

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Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market

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Estimation of regression coefficients after a preliminary test for homoscedasticity

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Efficient Inference in a Random Coefficient Regression Model

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Handbook of economic forecasting. Volume 1

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Optimal Critical Values for Pre-Testing in Regression

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Least squares model averaging by Mallows criterion

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Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure

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COMBINING FORECASTING PROCEDURES: SOME THEORETICAL RESULTS

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Identifiers

zbMATH Open document ID

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10.1080/07474938.2014.977065

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5863646

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