Prediction model averaging estimator

Twitter mood predicts the stock market

Johan Bollen, Huina Mao, Xiao‐Jun Zeng · Journal of Computational Science · 2011 · 5.1K citations · Full text

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More Comments on<i>C_p</i>

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Least Squares Model Averaging

Bruce E. Hansen · Econometrica · 2007 · 843 citations

Natural Sciences, Mathematics, Econometrics +16

An optimal selection of regression variables

Ritei Shibata · Biometrika · 1981 · 547 citations

Business, Economics, Optimization +6