Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions

DOI10.1080/07350015.2022.2118126OpenAlexW2902000915MaRDI QIDQ6190736

Dalei Yu, Jeffrey S. Racine, Li Zheng, Q. Li

Publication date: 6 March 2024

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/Optimal_Model_Averaging_of_Mixed-Data_Kernel-Weighted_Spline_Regressions/20713367

zbMATH Keywords

cross-validationnonparametric estimationfrequentist estimationcategorical covariates

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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