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~isPartOf:"American economic review"
~isPartOf:"CEFIR and NES working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of forecasting"
~isPartOf:"The econometrics journal"
~person:"Hornik, Kurt"
~person:"Zou, Guohua"
~subject:"Correlation"
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Model averaging estimation for high-dimensional covariance matrices with a network structure
Zhu, Rong
;
Zhang, Xinyu
;
Ma, Yanyuan
;
Zou, Guohua
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 177-197
Persistent link: https://www.econbiz.de/10012504463
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Last night a shrinkage saved my life : economic growth, model uncertainty and correlated regressors
Hofmarcher, Paul
;
Crespo Cuaresma, Jesús
;
Grün, Bettina
; …
- In:
Journal of forecasting
34
(
2015
)
2
,
pp. 133-144
Persistent link: https://www.econbiz.de/10011305284
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