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Volumn 167, Issue 1, 2012, Pages 38-46

Jackknife model averaging

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTICALLY OPTIMAL; AVERAGING METHOD; CONDITIONAL MEANS; CROSS VALIDATION; EFFICIENCY GAIN; EXPECTED SQUARED ERRORS; HETEROSKEDASTICITY; MODEL AVERAGING; MODEL SELECTION; MODEL UNCERTAINTIES; MONTE CARLO SIMULATION;

EID: 84856337485     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2011.06.019     Document Type: Article
Times cited : (366)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.