Heteroscedasticity‐robust<i>Cp</i>model averaging

Journal Article Heteroscedasticity‐robust Cp model averaging Get access Qingfeng Liu, Qingfeng Liu Department of Economics, Otaru University of Commerce, 5-21, Midori 3-chome, Otaru, Hokkaido 047-8501, Japan Search for other works by this author on: Oxford Academic Google Scholar Ryo Okui Ryo Okui Institute of Economic Research, Kyoto University, Yoshida-Hommachi, Sakyo, Kyoto Kyoto 606-8501, Japan Search for other works by this author on: Oxford Academic Google Scholar The Econometrics Journal, Volume 16, Issue 3, 1 October 2013, Pages 463–472, https://doi.org/10.1111/ectj.12009 Published: 22 November 2013 Article history Received: 01 March 2012 Accepted: 01 April 2013 Published: 22 November 2013