{"created":"2023-05-15T15:31:02.903961+00:00","id":3612,"links":{},"metadata":{"_buckets":{"deposit":"52cd4e75-4efd-4d04-824e-b9313651d63c"},"_deposit":{"created_by":3,"id":"3612","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"3612"},"status":"published"},"_oai":{"id":"oai:barrel.repo.nii.ac.jp:00003612","sets":["1:477"]},"author_link":["7677","7676"],"item_8_biblio_info_4":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2011-04-20","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"20","bibliographicPageStart":"1","bibliographicVolumeNumber":"139","bibliographic_titles":[{"bibliographic_title":"Discussion paper series"}]}]},"item_8_description_20":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This paper proposes a model averaging method, the generalized Mallows’ Cp (GC) method, which works well for heteroskedastic models. Under some regularity conditions, we provide a feasible form of the GC method and show that the GC method has asymptotic optimality not only as a model averaging method but also as a model selection method for heteroskedastic models. We perform some Monte Carlo studies to investigate the small sample properties of the GC method. The simulation results show that our method works well and performs better than alternative methods.","subitem_description_type":"Abstract"}]},"item_8_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"7677","nameIdentifierScheme":"WEKO"}],"names":[{"name":"劉, 慶豊"}]}]},"item_8_publisher_5":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"小樽商科大学ビジネス創造センター"}]},"item_8_subject_18":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"331.19","subitem_subject_scheme":"NDC"}]},"item_8_subject_19":{"attribute_name":"NIIサブジェクト","attribute_value_mlt":[{"subitem_subject":"経済学","subitem_subject_scheme":"Other"}]},"item_8_version_type_17":{"attribute_name":"テキストバージョン","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Liu, Qingfeng"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2016-01-26"}],"displaytype":"detail","filename":"DP_139.pdf","filesize":[{"value":"128.4 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"DP_139.pdf","url":"https://barrel.repo.nii.ac.jp/record/3612/files/DP_139.pdf"},"version_id":"cb4c9dd8-3756-4a98-b33f-7b492a117de4"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Model Averaging","subitem_subject_scheme":"Other"},{"subitem_subject":"Model Selection","subitem_subject_scheme":"Other"},{"subitem_subject":"Asymptotic Optimality","subitem_subject_scheme":"Other"},{"subitem_subject":"Mallows’ Cp","subitem_subject_scheme":"Other"},{"subitem_subject":"Heteroskedastic error","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Generalized Cp Model Averaging for Heteroskedastic Models","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Generalized Cp Model Averaging for Heteroskedastic Models"}]},"item_type_id":"8","owner":"3","path":["145","477"],"pubdate":{"attribute_name":"公開日","attribute_value":"2011-04-27"},"publish_date":"2011-04-27","publish_status":"0","recid":"3612","relation_version_is_last":true,"title":["Generalized Cp Model Averaging for Heteroskedastic Models"],"weko_creator_id":"3","weko_shared_id":3},"updated":"2023-07-20T08:28:40.752438+00:00"}