Model Averaging for Nonlinear Regression Models
| Autor: | Qingsong Yao, Guoqing Zhao, Qingfeng Liu, Yang Feng |
|---|---|
| Rok vydání: | 2021 |
| Předmět: |
Statistics and Probability
Economics and Econometrics 05 social sciences Regression analysis 01 natural sciences 010104 statistics & probability Nonlinear system Nonlinear model 0502 economics and business Applied mathematics 0101 mathematics Statistics Probability and Uncertainty Nonlinear regression Computer Science::Databases Social Sciences (miscellaneous) 050205 econometrics Mathematics |
| Zdroj: | Journal of Business & Economic Statistics. 40:785-798 |
| ISSN: | 1537-2707 0735-0015 |
| Popis: | This article considers the problem of model averaging for regression models that can be nonlinear in their parameters and variables. We consider a nonlinear model averaging (NMA) framework and prop... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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