MALMEM: model averaging in linear measurement error models

Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series

(2017) Jia Chen et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Optimal Model Averaging Estimation for Generalized Linear Models and Generalized Linear Mixed-Effects Models

(2016) Xinyu Zhang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Forecasting with factor-augmented regression: A frequentist model averaging approach

(2015) Xu Cheng et al.   JOURNAL OF ECONOMETRICS

Jackknife model averaging for quantile regressions

(2015) Xun Lu et al.   JOURNAL OF ECONOMETRICS

A flexible semiparametric forecasting model for time series

(2015) Degui Li et al.   JOURNAL OF ECONOMETRICS

Distribution theory of the least squares averaging estimator

(2015) Chu-An Liu   JOURNAL OF ECONOMETRICS

Functional and Structural Methods With Mixed Measurement Error and Misclassification in Covariates

(2015) Grace Y. Yi et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Model averaging and weight choice in linear mixed-effects models

(2014) X. Zhang et al.   BIOMETRIKA

Adaptively combined forecasting for discrete response time series

(2013) Xinyu Zhang et al.   JOURNAL OF ECONOMETRICS

Model averaging for varying-coefficient partially linear measurement error models

(2012) Haiying Wang et al.   Electronic Journal of Statistics

Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold

(2011) Xinyu Zhang et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Jackknife model averaging

(2011) Bruce E. Hansen et al.   JOURNAL OF ECONOMETRICS

Optimal Weight Choice for Frequentist Model Average Estimators

(2011) Hua Liang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Focused information criterion and model averaging for generalized additive partial linear models

(2010) Xinyu Zhang et al.   ANNALS OF STATISTICS

Least squares model averaging by Mallows criterion

(2009) Alan T.K. Wan et al.   JOURNAL OF ECONOMETRICS

Nonparametric Prediction in Measurement Error Models

(2009) Raymond J. Carroll et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Variable Selection for Partially Linear Models With Measurement Errors

(2009) Hua Liang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK

(2009) Bruce E. Hansen   ECONOMETRIC THEORY