Toward optimal model averaging in regression models with time series errors

Keyphrases

• Regression Model 100%
• Averaging Estimators 100%
• Time Series Errors 100%
• Model Averaging 100%
• Feasible Generalized Least Squares Estimator 66%
• Inverse Covariance Matrix 66%
• Generalized Least Squares Model 66%
• Generalized Least Squares Estimator 66%
• Autocovariance 33%
• Weight Vector 33%
• Consistent Estimator 33%
• Feasible Generalized Least Squares 33%
• Mallows Model Averaging 33%
• Discrete Weights 33%
• Regression Function 33%
• Squared Error Loss 33%
• Approximate Model 33%
• Asymptotically Equivalent 33%
• Inverse Matrix 33%
• Covariance Matrix Estimation 33%
• Continuous Set 33%
• Weight Set 33%

Mathematics

• Regression Model 100%
• Generalized Least Squares 100%
• Optimal Model 100%
• Square Estimator 66%
• Inverse Covariance Matrix 33%
• Matrix (Mathematics) 16%
• Squared Error 16%
• Regression Function 16%
• Proper Subset 16%
• Error Loss 16%
• Consistent Estimator 16%
• Autocovariance 16%