A class of model averaging estimators

doi:10.1016/j.econlet.2017.10.023

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	A class of model averaging estimators
	Zhao, Shangwei 1; Ullah, Aman 2; Zhang, Xinyu3,4
刊名	ECONOMICS LETTERS
	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
出版者	ELSEVIER SCIENCE SA
WOS记录号	WOS:000423001500024
内容类型	期刊论文
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.