Averaging estimators for discrete choice by M-fold cross-validation
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DOI: 10.1016/j.econlet.2018.10.014
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Cited by:
- Yuying Sun & Shaoxin Hong & Zongwu Cai, 2023. "Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202309, University of Kansas, Department of Economics, revised Sep 2023.
- Hancock, Thomas O. & Hess, Stephane & Daly, Andrew & Fox, James, 2020. "Using a sequential latent class approach for model averaging: Benefits in forecasting and behavioural insights," Transportation Research Part A: Policy and Practice, Elsevier, vol. 139(C), pages 429-454.
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More about this item
Keywords
Asymptotically optimality; Computational cost; Cross-validation; Model averaging;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
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