Post-averaging inference for optimal model averaging estimator in generalized linear models

IF 0.8 4区经济学 Q3 ECONOMICS

Econometric Reviews Pub Date : 2024-01-03 DOI:10.1080/07474938.2023.2292377

Dalei Yu, Heng Lian, Yuying Sun, Xinyu Zhang, Yongmiao Hong

引用次数: 0

Abstract

This article considers the problem of post-averaging inference for optimal model averaging estimators in a generalized linear model (GLM). We establish the asymptotic distributions of optimal model...

查看原文本刊更多论文

广义线性模型中最优模型平均估计器的后平均推理

本文探讨了广义线性模型（GLM）中最优模型平均估计器的后平均推断问题。我们建立了最优模型平均估计子的渐近分布。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Econometric Reviews 管理科学-数学跨学科应用

CiteScore

1.70

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： Econometric Reviews is widely regarded as one of the top 5 core journals in econometrics. It probes the limits of econometric knowledge, featuring regular, state-of-the-art single blind refereed articles and book reviews. ER has been consistently the leader and innovator in its acclaimed retrospective and critical surveys and interchanges on current or developing topics. Special issues of the journal are developed by a world-renowned editorial board. These bring together leading experts from econometrics and beyond. Reviews of books and software are also within the scope of the journal. Its content is expressly intended to reach beyond econometrics and advanced empirical economics, to statistics and other social sciences.