Least squares model averaging by Mallows criterion
type: Item
instance of: scholarly article
title: Least squares model averaging by Mallows criterion
zbMATH Open document ID: 1431.62291
author: Alan T. K. Wan
author: Xinyu Zhang
author: Guohua Zou
published in: Journal of Econometrics
publication date: 2016-08-01T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6608360
zbMATH Keywords: asymptotic optimality
zbMATH Keywords: continuous weights
zbMATH Keywords: Mallows criterion
zbMATH Keywords: non-nested models
MaRDI profile type: Publication
full work available at URL: j.jeconom.2009.10.030
OpenAlex ID: W2052025831
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DOI: 10.1016/J.JECONOM.2009.10.030
description: scientific article; zbMATH DE number 6608360