Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors
Eric Hillebrand and Tae-hwy Lee
| Year of publication: |
2012
|
|---|---|
| Authors: | Hillebrand, Eric ; Lee, Tae-hwy |
| Published in: |
30th anniversary edition. - Bingley [u.a.] : Emerald, ISBN 978-1-78190-309-4. - 2012, p. 171-196
|
| Subject: | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009711986