Heteroscedasticity-robust Cp model averaging

Econometrics Journal

Volumn 16, Issue 3, 2013, Pages 463-472

  Liu, Qingfeng ^a   Okui, Ryo ^b  

^a OTARU UNIVERSITY OF COMMERCE   (Japan)

^b KYOTO UNIVERSITY   (Japan)

Author keywords

Asymptotic optimality; Heteroscedastic errors; Model averaging; Model selection

Indexed keywords

EID: 84888089923     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/ectj.12009     Document Type: Article

References (13)

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