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Ali Charkhi

KU Leuven - Faculty of Business and Economics (FEB)

Naamsestraat 69

Leuven, B-3000

Belgium

SCHOLARLY PAPERS

2

DOWNLOADS

249

TOTAL CITATIONS

2

Scholarly Papers (2)

1.

Minimum Mean Squared Error Model Averaging in Likelihood Models

Number of pages: 31 Posted: 04 Sep 2015
Ali Charkhi, Gerda Claeskens and Bruce Hansen
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - Department of Economics and University of Wisconsin-Madison - Department of Economics
Downloads 170 (442,467)
Citation 2

Abstract:

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Frequentist model averaging, mean squared error, weight choice, local misspecification, likelihood regression

2.

Asymptotic Post-Selection Inference for Akaike's Information Criterion

Number of pages: 35 Posted: 08 May 2018
Ali Charkhi and Gerda Claeskens
KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Department of Economics
Downloads 79 (809,932)

Abstract:

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Akaike information criterion, confidence region, likelihood model, model selection, post-selection inference