Essays on Least Squares Model Averaging

This dissertation adds to the literature on least squares model averaging by studying and extending current least squares model averaging techniques. The first chapter reviews existing literature and discusses the contributions of this dissertation. The second chapter proposes a new estimator for l...

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Bibliographic Details
Main Author: Xie, TIAN
Other Authors: Queen's University (Kingston, Ont.). Theses (Queen's University (Kingston, Ont.))
Language:en
en
Published: 2013
Subjects:
Online Access:http://hdl.handle.net/1974/8113