Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions-Reference-Cited by-同舟云学术

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

Published:2022-10-07 Issue: Volume: Page:1-11
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Racine Jeffrey S.¹,Li Qi²,Yu Dalei³,Zheng Li⁴

Affiliation:

1. Department of Economics and Graduate Program in Statistics, McMaster University, Hamilton, Ontario, Canada;

2. Department of Economics, Texas A&M University, College Station, TX;

3. Department of Statistics, Yunnan University of Finance and Economics, Kunming, Yunnan, China;

4. Institute for Economic and Social Research, Jinan University, Guangzhou, Guangdong, China

Funder

National Natural Science Foundation of China

Social Sciences and Humanities Research Council of Canada

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2022.2118126

Reference53 articles.

1. A new look at the statistical model identification

2. A Model-Averaging Approach for High-Dimensional Regression

3. Asymptotic optimality of generalized CL, cross-validation, and generalized cross-validation in regression with heteroskedastic errors

4. The Combination of Forecasts

5. Model Selection: An Integral Part of Inference

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1. A Mallows-type model averaging estimator for ridge regression with randomly right censored data;Statistics and Computing;2024-07-29

2. Adaptively aggregated forecast for exponential family panel model;International Journal of Forecasting;2024-07

3. Post-averaging inference for optimal model averaging estimator in generalized linear models;Econometric Reviews;2024-01-03

4. Jackknife model averaging for mixed-data kernel-weighted spline quantile regressions;Metrika;2023-11-28

5. Model averaging for generalized linear models in diverging model spaces with effective model size;Econometric Reviews;2023-11-22

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