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セミパラメトリックなモデル選択とモデル平均に関する諸研究

セミパラメトリックなモデル選択とモデル平均に関する諸研究
Digital博士論文
吉村, 有博Kyoto University2015-03-23
Available onlineOther Libraries in Japan

Generalized Least Squares Model Averaging

Generalized Least Squares Model Averaging
Digital文書・図像類
Liu, Qingfeng, Okui, Ryo, Yoshimura, ArihiroInstitute of Economic Research, Kyoto University2013-03KIER Discussion Paper855
Available onlineOther Libraries in Japan

Generalized Cp Model Averaging for Heteroskedastic Models

Generalized Cp Model Averaging for Heteroskedastic Models
Digital文書・図像類
Liu, Qingfeng小樽商科大学ビジネス創造センター2010-10Discussion paper series127p.1-9
Other Libraries in Japan
  • Note (General)...ed Generalized Mallows’ Cp model averaging (GC). It work...

Model Selection Criteria in Multivariate Models with Multiple Structural Changes

Model Selection Criteria in Multivariate Models with Multiple Structural Changes
Digital文書・図像類
黒住, 英司, Tuvaandorj, PurevdorjInstitute of Economic Research, Hitotsubashi University2010-06
Available onlineOther Libraries in Japan

Generalized Cp Model Averaging for Heteroskedastic Models

Generalized Cp Model Averaging for Heteroskedastic Models
Digital文書・図像類
Liu, Qingfeng小樽商科大学ビジネス創造センター2011-04-20Discussion paper series139p.1-20
Other Libraries in Japan
  • Subject HeadingModel Averaging Model Selection Asymptotic Optimality Mallows’ Cp Heteroskedastic error 経済学
  • Note (General)...he generalized Mallows’ Cp (GC) method, which works well...

Selection of Variables in Multivariate Regression Models for Large Dimensions

Selection of Variables in Multivariate Regression Models for Large Dimensions
Paper文書・図像類
Srivastava, Muni S., Kubokawa, Tatsuya日本経済国際共同センター2010-01Discussion paper series. CIRJE-FCIRJE-F-709
Other Libraries in Japan

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