Generalized Least Squares Model Averaging

By Qingfeng Liu, Ryo Okui, A. Yoshimura. 2016

51 citations recorded by the source corpus.

Subfields: Applied Mathematics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/e8a64ce1b0b9e73de60adc95d12bbcad3e5873b4

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Mark F. J. Steel

In Statistics and Probability

1. Mark F. J. Steel
2. Chris Hans
3. Gary Koop

Citations in the corpus

• Model Averaging and Its Use in Economics (2017, methodology): “One way to do this is the Occam’s window algorithm, which was proposed by Madigan and Raftery (1994) for graphical models and extended to linear regression in Raftery et al.”