Minimizing Average Risk In Regression Models
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Cited by:
- Behl, Peter & Dette, Holger & Frondel, Manuel & Vance, Colin, 2019.
"A focused information criterion for quantile regression: Evidence for the rebound effect,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 223-227.
- Behl, Peter & Dette, Holger & Frondel, Manuel & Vance, Colin, 2018. "A focused information criterion for quantile regression: Evidence for the rebound effect," Ruhr Economic Papers 766, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Behl, Peter & Dette, Holger & Frondel, Manuel & Tauchmann, Harald, 2012.
"Choice is suffering: A Focused Information Criterion for model selection,"
Economic Modelling, Elsevier, vol. 29(3), pages 817-822.
- Behl, Peter & Dette, Holger & Frondel, Manuel & Tauchmann, Harald, 2011. "Choice is Suffering: A Focused Information Criterion for Model Selection," Ruhr Economic Papers 250, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Xinyu Zhang & Alan T. K. Wan & Sherry Z. Zhou, 2011. "Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 132-142, June.
- Francis J. DiTraglia, 2011. "Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version," PIER Working Paper Archive 14-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2014.
- Manuel Frondel & Peter Behl & Holger Dette & Harald Tauchmann, 2011. "Choice is Suffering: A Focused Information Criterion for Model Selection Activation Program for Disadvantaged Youths," Ruhr Economic Papers 0250, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Minsu Chang & Francis J. DiTraglia, 2020. "A Generalized Focused Information Criterion for GMM," Papers 2011.07085, arXiv.org.
- DiTraglia, Francis J., 2016.
"Using invalid instruments on purpose: Focused moment selection and averaging for GMM,"
Journal of Econometrics, Elsevier, vol. 195(2), pages 187-208.
- Francis J. DiTraglia, 2011. "Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM," PIER Working Paper Archive 14-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 04 Aug 2014.
- Behl, Peter & Dette, Holger & Frondel, Manuel & Tauchmann, Harald, 2013. "Energy substitution: When model selection depends on the focus," Energy Economics, Elsevier, vol. 39(C), pages 233-238.
- Francis DiTraglia, 2011. "Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version," PIER Working Paper Archive 15-027, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 10 Aug 2015.
- Schomaker, Michael & Wan, Alan T.K. & Heumann, Christian, 2010. "Frequentist Model Averaging with missing observations," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3336-3347, December.
- repec:zbw:rwirep:0250 is not listed on IDEAS
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