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Types: publication Groups: Restricted Access Tags: 19999 Mathematical Sciences not elsewhere classified 59999 Environmental Sciences not elsewhere classified 80699 Information Systems not elsewhere classified Science Policy Space Science keywords.Statistics and Probability

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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...