JOURNAL ARTICLE

Model averaging by jackknife criterion in models with dependent data

Xinyu ZhangAlan T. K. WanGuohua Zou

Year: 2013 Journal:   Journal of Econometrics Vol: 174 (2)Pages: 82-94   Publisher: Elsevier BV
Keywords:
Mathematics Jackknife resampling Heteroscedasticity Estimator Frequentist inference Statistics Monte Carlo method Applied mathematics Econometrics Bayesian inference Bayesian probability

Metrics

147
Cited By
15.72
FWCI (Field Weighted Citation Impact)
46
Refs
0.99
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Monetary Policy and Economic Impact
Social Sciences →  Economics, Econometrics and Finance →  General Economics, Econometrics and Finance
Statistical Methods and Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Financial Risk and Volatility Modeling
Social Sciences →  Economics, Econometrics and Finance →  Finance

Related Documents

JOURNAL ARTICLE

Model averaging by jackknife criterion for varying-coefficient partially linear models

Guozhi HuWeihu ChengJie Zeng

Journal:   Communication in Statistics- Theory and Methods Year: 2019 Vol: 49 (11)Pages: 2671-2689
JOURNAL ARTICLE

Jackknife model averaging

Bruce E. HansenJeffrey S. Racine

Journal:   Journal of Econometrics Year: 2011 Vol: 167 (1)Pages: 38-46
JOURNAL ARTICLE

Model averaging by Jackknife criterion of varying-coefficient models for estimating heterogeneous causal effects

Xiaowei ZhangZiyu WangGuangren YangXiyue Zhang

Journal:   Journal of the Korean Statistical Society Year: 2025 Vol: 54 (4)Pages: 1174-1197
JOURNAL ARTICLE

Jackknife model averaging for linear regression models with missing responses

Jie ZengWeihu ChengGuozhi Hu

Journal:   Journal of the Korean Statistical Society Year: 2024 Vol: 53 (3)Pages: 583-616
JOURNAL ARTICLE

Penalized jackknife model averaging

Xiangyu HuMian Huang

Journal:   Communications in Statistics - Simulation and Computation Year: 2025 Vol: 54 (6)Pages: 2236-2252
© 2026 ScienceGate Book Chapters — All rights reserved.