Toward optimal model averaging in regression models with time series errors

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/42065

Title:	Toward optimal model averaging in regression models with time series errors
Authors:	Tzu-Chang F. Cheng Ching-Kang Ing Shu-Hui Yu
Issue Date:	2014
Relation:	JOURNAL OF ECONOMETRICS 30 pages
URI:	http://ir.sinica.edu.tw/handle/201000000A/42065
ISSN:	http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=Drexel&SrcApp=hagerty_opac&KeyRecord=0304-4076&DestApp=JCR&RQ=IF_CAT_BOXPLOT
Appears in Collections:	統計科學研究所

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