| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7349513 | Economics Letters | 2018 | 13 Pages |
Abstract
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.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Shangwei Zhao, Aman Ullah, Xinyu Zhang,