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Model Averaging
Language: en
Pages: 107
Authors: David Fletcher
Categories: Mathematics
Type: BOOK - Published: 2019-01-17 - Publisher: Springer

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This book provides a concise and accessible overview of model averaging, with a focus on applications. Model averaging is a common means of allowing for model u
Model Selection and Model Averaging
Language: en
Pages: 312
Authors: Gerda Claeskens
Categories: Mathematics
Type: BOOK - Published: 2008-07-28 - Publisher:

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First book to synthesize the research and practice from the active field of model selection.
Forecasting Financial Time Series Using Model Averaging
Language: en
Pages: 198
Authors: Francesco Ravazzolo
Categories:
Type: BOOK - Published: 2007 - Publisher: Rozenberg Publishers

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Believing in a single model may be dangerous, and addressing model uncertainty by averaging different models in making forecasts may be very beneficial. In this
Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model
Language: en
Pages: 47
Authors: Huigang Chen
Categories: Business & Economics
Type: BOOK - Published: 2011-10-01 - Publisher: International Monetary Fund

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This paper extends the Bayesian Model Averaging framework to panel data models where the lagged dependent variable as well as endogenous variables appear as reg
Model Selection and Model Averaging
Language: en
Pages: 312
Authors: Gerda Claeskens
Categories: Mathematics
Type: BOOK - Published: 2008-07-28 - Publisher: Cambridge University Press

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Given a data set, you can fit thousands of models at the push of a button, but how do you choose the best? With so many candidate models, overfitting is a real