Semiparametric model averaging prediction for dichotomous response
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DOI: 10.1016/j.jeconom.2020.09.008
Abstract: Abstract Model averaging has attracted abundant attentions in the past decades as it emerges as an impressive forecasting device in econometrics, social sciences and medicine. So far most developed model averaging methods focus only on… read more here.
Keywords: dichotomous response; model averaging; semiparametric model; model ... See more keywords