Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
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Publication:901502
DOI10.1016/j.csda.2010.09.023zbMath1328.65034OpenAlexW1985733757MaRDI QIDQ901502
Xinyu Zhang, Alan T. K. Wan, Jan R. Magnus
Publication date: 12 January 2016
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.09.023
Related Items (14)
Optimal Model Averaging Based on Generalized Method of Moments ⋮ Model selection and model averaging after multiple imputation ⋮ Model averaging with high-dimensional dependent data ⋮ Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances ⋮ Optimal model averaging based on forward-validation ⋮ A varying coefficient approach to estimating hedonic housing price functions and their quantiles ⋮ A general framework for frequentist model averaging ⋮ A class of model averaging estimators ⋮ Regression with imputed covariates: a generalized missing-indicator approach ⋮ Model averaging in a multiplicative heteroscedastic model ⋮ Weighted-Average Least Squares Prediction ⋮ A semiparametric generalized ridge estimator and link with model averaging ⋮ Generalized Least Squares Model Averaging ⋮ Interval Estimation by Frequentist Model Averaging
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