Arihiro Yoshimura

Kyoto University - Graduate School of Economics

Japan

SCHOLARLY PAPERS

1

DOWNLOADS

173

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (1)

1.

Generalized Least Squares Model Averaging

Number of pages: 54 Posted: 01 Jul 2013 Last Revised: 15 Apr 2015
Qingfeng Liu, Ryo Okui and Arihiro Yoshimura
Otaru University of Commerce - Department of Economics, Seoul National University and Kyoto University - Graduate School of Economics
Downloads 173 (210,136)
Citation 3

Abstract:

Loading...

model averaging, GLS, FGLS, asymptotic optimality, Mallows’ Cp