Model Averaging by Stacking
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Other versions of this item:
- Claudio Morana, 2015. "Model Averaging by Stacking," Working Paper series 15-38, Rimini Centre for Economic Analysis.
References listed on IDEAS
- Claeskens,Gerda & Hjort,Nils Lid, 2008. "Model Selection and Model Averaging," Cambridge Books, Cambridge University Press, number 9780521852258, January.
- Enrique Moral-Benito, 2015. "Model Averaging In Economics: An Overview," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 46-75, February.
- Bruce E. Hansen, 2007. "Least Squares Model Averaging," Econometrica, Econometric Society, vol. 75(4), pages 1175-1189, July.
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Cited by:
- Nuno Cassola & Claudio Morana & Elisa Ossola, 2023.
"Green risk in Europe,"
Working Papers
526, University of Milano-Bicocca, Department of Economics.
- Nuno Cassola & Claudio Morana & Elisa Ossola, 2023. "Green risk in Europe," Working Paper series 23-14, Rimini Centre for Economic Analysis, revised Jun 2024.
- Donatella, Baiardi & Claudio, Morana, 2015.
"Financial deepening and income distribution inequality in the euro area,"
Working Papers
316, University of Milano-Bicocca, Department of Economics, revised 04 Dec 2015.
- Donatella Baiardi & Claudio Morana, 2015. "Financial deepening and income distribution inequality in the euro area," CeRP Working Papers 153, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Donatella Baiardi & Claudio Morana, 2015. "Financial Deepening And Income Distribution Inequality In The Euro Area," Working Paper series 15-44, Rimini Centre for Economic Analysis.
- Baiardi, Donatella & Morana, Claudio, 2018. "Financial development and income distribution inequality in the euro area," Economic Modelling, Elsevier, vol. 70(C), pages 40-55.
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More about this item
Keywords
Model Averaging; Model Uncertainty;JEL classification:
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2015-10-25 (Econometrics)
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