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Published in 2018 at "Journal of Applied Statistics"
DOI: 10.1080/02664763.2018.1450367
Abstract: ABSTRACT This paper considers model averaging for the ordered probit and nested logit models, which are widely used in empirical research. Within the frameworks of these models, we examine a range of model averaging methods,…
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Keywords:
model averaging;
probit nested;
logit models;
model ... See more keywords