AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK

By B. Hansen. Econometric Theory, 2009

57 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/f3700f0aca85eb95acd7cf6b6591ac0766f4f3d2

Citations in the corpus

• Jackknife model averaging for quantile regressions (2015, unknown): “The latter condition can be met in the case of nonparametric sieve estimation where →∞ as →∞ for = 1 Alternatively, it is also automatically satisfied if one would like to consider the local asymptotic framework as in Hjort and Clasekens (2003), Leung and Barron (2006), Pötscher (2006), Clasekens ”