Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
type: Item
instance of: scholarly article
title: Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
zbMATH Open document ID: 1328.65034
author: Jan R. Magnus
author: Alan T. K. Wan
author: Xinyu Zhang
published in: Computational Statistics and Data Analysis
publication date: 2016-01-12T00:00:00Z
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62-07
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6528924
zbMATH Keywords: model averaging
zbMATH Keywords: Bayesian analysis
zbMATH Keywords: Monte Carlo
zbMATH Keywords: housing demand
MaRDI profile type: Publication
full work available at URL: j.csda.2010.09.023
OpenAlex ID: W1985733757
cites work: Prior information in regression: to choose or not to choose?
cites work: A Simple Test for Heteroscedasticity and Random Coefficient Variation
cites work: On properties of predictors derived with a two-step bootstrap model averaging approach -- a simulation study in the linear regression model
cites work: Model Selection: An Integral Part of Inference
cites work: Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
cites work: Model Selection and Model Averaging
cites work: On the harm that ignoring pretesting can cause
cites work: Minimax multiple shrinkage estimation
cites work: Least Squares Model Averaging
cites work: Least-squares forecast averaging
cites work: Frequentist Model Average Estimators
cites work: Bayesian model averaging: A tutorial. (with comments and a rejoinder).
cites work: Q4164707
cites work: THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
cites work: MODEL SELECTION AND INFERENCE: FACTS AND FICTION
cites work: Can one estimate the conditional distribution of post-model-selection estimators?
cites work: CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
cites work: Estimation of the mean of a univariate normal distribution with known variance
cites work: Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
cites work: A comparison of two model averaging techniques with an application to growth empirics
cites work: Bayesian variable selection and model averaging in the arbitrage pricing theory model
cites work: Bayesian curve estimation by model averaging
cites work: Bayesian Model Averaging for Linear Regression Models
cites work: Frequentist model averaging with missing observations
cites work: Least squares model averaging by Mallows criterion
cites work: Adaptive Regression by Mixing
cites work: Q4438062
cites work: Combining Linear Regression Models
DOI: 10.1016/J.CSDA.2010.09.023
Recommended article: Nonparametrically Weighted Least Squares Estimation in Heteroscedastic Linear Regression
Recommended article: Weighted least squares estimators in possibly misspecified nonlinear regression
Recommended article: Weighted local nonparametric regression with dependent errors: Study of real private residential fixed investment in the USA
Recommended article: Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions
Recommended article: Iterative Weighted Least Squares Estimation in Heteroscedastic Linear Models
Recommended article: Combined asymmetric spatial weights matrix with application to housing prices
Recommended article: Iterative weighted least-squares estimates in a heteroscedastic linear regression model
description: scientific article; zbMATH DE number 6528924