This article considers the problem of inference for nested least squares averaging estimators. We study the asymptotic behavior of the Mallows model averaging estimator (MMA; Hansen, 2007) and the ...

This is a preview. Log in through your library . Abstract We consider the semi-parametric regression model Y = X t β + Φ(Z) where β and Φ(·) are unknown slope coefficient vector and function, and ...

ECONOMISTS develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables (see “What Are Economic Models,” F&D, ...