Semiparametric Estimation, Shape Restrictions, and Model Averaging

Measurement of Productivity and Efficiency ◽

10.1017/9781139565981.018 ◽

2019 ◽

pp. 483-508

Keyword(s):

Semiparametric Estimation ◽

Model Averaging ◽

Shape Restrictions

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Model averaging in semiparametric estimation of treatment effects

10.1920/wp.cem.2015.4615 ◽

2015 ◽

Author(s):

Chris Muris ◽

Toru Kitagawa

Keyword(s):

Treatment Effects ◽

Semiparametric Estimation ◽

Model Averaging

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Model averaging in semiparametric estimation of treatment effects

Journal of Econometrics ◽

10.1016/j.jeconom.2016.03.002 ◽

2016 ◽

Vol 193 (1) ◽

pp. 271-289 ◽

Author(s):

Toru Kitagawa ◽

Chris Muris

Keyword(s):

Treatment Effects ◽

Semiparametric Estimation ◽

Model Averaging

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Covariate selection and model averaging in semiparametric estimation of treatment effects

10.1920/wp.cem.2013.6113 ◽

2013 ◽

Author(s):

Toru Kitagawa ◽

Chris Muris

Keyword(s):

Treatment Effects ◽

Semiparametric Estimation ◽

Model Averaging ◽

Covariate Selection

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Comparing the predictive ability of Mallows model averaging and pre-test estimators

PsycEXTRA Dataset ◽

10.1037/e602582011-009 ◽

2011 ◽

Author(s):

Yip Chee Yin ◽

Lim Hock Eam ◽

Hong Pei Yee

Keyword(s):

Model Averaging ◽

Predictive Ability ◽

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Semiparametric Estimation of Land Value in an Emerging Market: The Case of Beijing

10.15396/eres2007_310 ◽

2007 ◽

Keyword(s):

Emerging Market ◽

Semiparametric Estimation ◽

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Semiparametric Estimation and Inference for Trending I(D) and Related Processes

SSRN Electronic Journal ◽

10.2139/ssrn.1985168 ◽

2007 ◽

Author(s):

Karim M. Abadir ◽

Walter Distaso ◽

Liudas Giraitis

Keyword(s):

Semiparametric Estimation

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Semiparametric Estimation of a Characteristic-based Factor Model of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.209729 ◽

2000 ◽

Author(s):

Gregory Connor ◽

Oliver B. Linton

Keyword(s):

Stock Returns ◽

Factor Model ◽

Semiparametric Estimation

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Selecting Predictors by Using Bayesian Model Averaging in Bridge Models

SSRN Electronic Journal ◽

10.2139/ssrn.2154928 ◽

2012 ◽

Author(s):

Lorenzo Bencivelli ◽

Massimiliano Giuseppe Marcellino ◽

Gianluca Moretti

Keyword(s):

Bayesian Model ◽

Bayesian Model Averaging ◽

Model Averaging ◽

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Advancing Style Analysis and Risk Modeling by Incorporating Model Uncertainty with Bayesian Model Averaging

SSRN Electronic Journal ◽

10.2139/ssrn.2346295 ◽

2013 ◽

Author(s):

Hao (David) Zhou

Keyword(s):

Model Uncertainty ◽

Bayesian Model ◽

Bayesian Model Averaging ◽

Model Averaging ◽

Style Analysis ◽

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Two-Stage Model Averaging: An Application to Forecasting Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2362346 ◽

2013 ◽

Author(s):

Chandler Lutz

Keyword(s):

Stock Returns ◽

Model Averaging ◽

Stage Model ◽

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