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Model averaging in a multiplicative heteroscedastic model
- Source :
- Econometric Reviews. 39:1100-1124
- Publication Year :
- 2020
- Publisher :
- Informa UK Limited, 2020.
-
Abstract
- In recent years, the body of literature on frequentist model averaging in econometrics has grown significantly. Most of this work focuses on models with different mean structures but leaves out the...
Details
- ISSN :
- 15324168 and 07474938
- Volume :
- 39
- Database :
- OpenAIRE
- Journal :
- Econometric Reviews
- Accession number :
- edsair.doi...........ad68b17c1d0b9aa77ab998da00b24ec2