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モデル平均理論の新展開

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  • Liu, Qingfeng

Abstract

本論文はモデル選択とその発展系であるモデル平均（model averaging）に関する既存の研究結果を概観する。モデル平均の意味合いとモデル平均の応用及び未解決問題に関して説明する。さらに、モデル平均に関連する未解決問題に関する研究の将来的な方向を述べる。論文の中で実際のデータを利用した予測の例を示す。

Suggested Citation

  • Liu, Qingfeng, 2009. "モデル平均理論の新展開," ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation) 10252/3451, Otaru University of Commerce.
    • Handle: RePEc:ota:busdis:10252/3451
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