Model averaging based on leave-subject-out cross-validation-Reference-Cited by-同舟云学术

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Model averaging based on leave-subject-out cross-validation

Published:2016-05 Issue:1 Volume:192 Page:139-151
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Gao Yan,Zhang Xinyu,Wang Shouyang,Zou Guohua

Funder

National Natural Science Foundation of China

AMSS, CAS

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference40 articles.

1. A model-averaging approach for high-dimensional regression;Ando;J. Amer. Statist. Assoc.,2014

2. Wavelets in statistics: A review;Antoniadis;J. Ital. Stat. Assoc.,1997

3. Panel Data Econometrics;Arellano,2003

4. Econometric Analysis of Panel Data;Baltagi,2005

5. Model selection: An integral part of inference;Buckland;Biometrics,1997

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