Heteroscedasticity‐robustCpmodel averaging
Author:
Affiliation:
1. Department of Economics, Otaru University of Commerce, 5-21, Midori 3-chome, Otaru, Hokkaido 047-8501, Japan
2. Institute of Economic Research, Kyoto University, Yoshida-Hommachi, Sakyo, Kyoto Kyoto 606-8501, Japan
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/16/3/463/27676015/ectj0463.pdf
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3. Estimating regression models of finite but unknown order;Geweke;International Economic Review,1981
4. Least squares model averaging;Hansen;Econometrica,2007
5. Jackknife model averaging;Hansen;Journal of Econometrics,2012
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