A class of model averaging estimators
文献类型：期刊论文
| 作者 | Zhao, Shangwei1; Ullah, Aman2; Zhang, Xinyu3,4
|
| 刊名 | ECONOMICS LETTERS
 |
| 出版日期 | 2018 |
| 卷号 | 162页码:101-106 |
| 关键词 | Finite sample size Mean squared error Model averaging Sufficient condition |
| ISSN号 | 0165-1765 |
| DOI | 10.1016/j.econlet.2017.10.023 |
| 英文摘要 | Model averaging aims to a trade-off between efficiency and biases. In this paper, a class of model averaging estimators, g-class, is introduced, and its dominance condition over the ordinary least squares estimator is established. All theoretical findings are verified by simulations. (C) 2017 Elsevier B.V. All rights reserved. |
| 资助项目 | National Natural Science Foundation of China[71522004] ; National Natural Science Foundation of China[11471324] ; National Natural Science Foundation of China[71631008] ; Foundations of Minzu University of China[2017MDYL21] ; Foundations of Minzu University of China[2017QNPY34] ; Academic Senate Grant at UCR ; Ministry of Education of China[17YJC910011] |
| WOS研究方向 | Business & Economics |
| 语种 | 英语 |
| WOS记录号 | WOS:000423001500024 |
| 出版者 | ELSEVIER SCIENCE SA |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/29366]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Zhang, Xinyu |
| 作者单位 | 1.Minzu Univ China, Coll Sci, Beijing, Peoples R China 2.Univ Calif Riverside, Dept Econ, Riverside, CA 92521 USA 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China 4.Capital Univ Econ & Business, ISEM, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhao, Shangwei,Ullah, Aman,Zhang, Xinyu. A class of model averaging estimators[J]. ECONOMICS LETTERS,2018,162:101-106. |
| APA | Zhao, Shangwei,Ullah, Aman,&Zhang, Xinyu.(2018).A class of model averaging estimators.ECONOMICS LETTERS,162,101-106. |
| MLA | Zhao, Shangwei,et al."A class of model averaging estimators".ECONOMICS LETTERS 162(2018):101-106. |
入库方式： OAI收割
来源：数学与系统科学研究院
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