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Organisations: RISIS2OpenData Tags: 59999 Environmental Sciences not elsewhere classified 80699 Information Systems not elsewhere classified keywords.Economics and Econometrics keywords.Statistics and Probability Groups: figshare Restricted Access Types: publication

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    Multiple regression model averaging and the focused information criterion wit...

    We consider multiple regression (MR) model averaging using the Focused Informati on Criterion (FIC). Our approach is motivated by the problem of implementing a mean-variance...