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Search: subject:"shrinkage estimation"
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Estimation
Shrinkage estimation
38
shrinkage estimation
22
Estimation theory
21
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21
Prognoseverfahren
12
Forecasting model
11
Shrinkage Estimation
9
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8
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7
nonlinear shrinkage estimation
7
random matrix theory
7
rotation equivariance
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6
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6
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VAR-Modell
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5
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Stein's loss
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5
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4
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4
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3
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Factor analysis
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GMM
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Camehl, Annika
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Bernardini, Emmanuela
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Cheng, Xu
1
Cubadda, Gianluca
1
Hacıoǧlu Hoke, Sinem
1
Li, Jiahan
1
Liao, Zhipeng
1
Paolella, Marc S.
1
Schorfheide, Frank
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Tsiakas, Ilias
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International journal of forecasting
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ECONIS (ZBW)
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1
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
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2
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
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3
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
-
2019
Persistent link: https://www.econbiz.de/10012131829
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4
Interpreting the latent dynamic factors by threshold FAVAR model
Hacıoǧlu Hoke, Sinem
;
Tuzcuoglu, Kerem
-
2016
Persistent link: https://www.econbiz.de/10011558194
Saved in:
5
Equity premium prediction : the role of economic and statistical constraints
Li, Jiahan
;
Tsiakas, Ilias
- In:
Journal of financial markets
36
(
2017
),
pp. 56-75
Persistent link: https://www.econbiz.de/10011820360
Saved in:
6
Shrinkage
estimation
of high-dimensional factor models with structural instabilities
Cheng, Xu
;
Liao, Zhipeng
;
Schorfheide, Frank
- In:
The review of economic studies
83
(
2016
)
4
,
pp. 1511-1543
Persistent link: https://www.econbiz.de/10011656547
Saved in:
7
Multivariate asset return prediction with mixture models
Paolella, Marc S.
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1214-1252
Persistent link: https://www.econbiz.de/10011419842
Saved in:
8
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression
Bernardini, Emmanuela
;
Cubadda, Gianluca
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 682-691
Persistent link: https://www.econbiz.de/10011474523
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