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On Optimal Weighting Scheme in Model Averaging
by Georges Nguefack-Tsague
American Journal of Applied Mathematics and Statistics. 2014, 2(3), 150-156. DOI: 10.12691/ajams-2-3-9
Pub. Date: May 20, 2014Views: 20246Downloads: 15550
model averaging model selection optimal weight square error loss model uncertainty
Abstract Full Text PDF (171 KB) Full Text HTML Full Text ePUB (217 KB)
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Adjusting Band-Regression Estimators for Prediction: Shrinkage and Downweighting
by Erhard Reschenhofer and Marek Chudy
International Journal of Econometrics and Financial Management. 2015, 3(3), 121-130. DOI: 10.12691/ijefm-3-3-3
Pub. Date: June 07, 2015Views: 16484Downloads: 15678
forecasting optimal weights band regression shrinkage fractional degrees of freedom
Abstract Full Text PDF (190 KB) Full Text HTML Full Text ePUB (388 KB)
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