Interval Estimation by Frequentist Model Averaging

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

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

Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market

(2010) Jan R. Magnus et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Frequentist Model Averaging with missing observations

(2009) Michael Schomaker et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Least squares model averaging by Mallows criterion

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

A comparison of two model averaging techniques with an application to growth empirics

(2009) Jan R. Magnus et al.   JOURNAL OF ECONOMETRICS

Frequentist model averaging estimation: a review

(2009) Haiying Wang et al.   Journal of Systems Science & Complexity

Least-squares forecast averaging

(2008) Bruce E. Hansen   JOURNAL OF ECONOMETRICS