//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
James-Stein Type Estimators in...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Shrinkage
7
Theorie
5
Theory
5
Bayes-Statistik
4
Bayesian inference
4
Modellierung
4
Scientific modelling
4
Forecasting model
3
Prognoseverfahren
3
Time series analysis
3
Zeitreihenanalyse
3
Correlation
2
Estimation theory
2
Forecast combination
2
Heteroscedasticity
2
Heteroskedastizität
2
Korrelation
2
Sampling
2
Schätztheorie
2
Sparsity
2
Stichprobenerhebung
2
ARCH model
1
ARCH-Modell
1
AdaLASSO
1
Analysis of variance
1
Bayesian model selection
1
Bayesian modeling
1
Bayesian nonparametrics
1
Capital income
1
Conditional heteroscedasticity
1
Connectedness
1
Curse of dimensionality
1
Density forecasts
1
Dynamic correlation
1
Estimation
1
Factor stochastic volatility
1
Forecasting
1
Forward filtering and backward sampling
1
GARCH
1
High-dimensional data
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Bailey, Natalia
1
Billio, Monica
1
Casarin, Roberto
1
Diebold, Francis X.
1
Elliott, Graham
1
Gargano, Antonio
1
Kastner, Gregor
1
Lopes, Hedibert Freitas
1
McCulloch, Robert E.
1
Medeiros, Marcelo C.
1
Mendes, Eduardo F.
1
Pesran, M. Hashem
1
Rossini, Luca
1
Shin, Minchul
1
Smith, L. Vanessa
1
Timmermann, Allan
1
Tsay, Ruey S.
1
Zhang, Boyuan
1
more ...
less ...
Published in...
All
Journal of econometrics
International journal of forecasting
10
Econometric reviews
9
Discussion paper / Tinbergen Institute
6
Economics letters
6
Tinbergen Institute Discussion Paper
6
Working Paper
6
CEMMAP working papers / Centre for Microdata Methods and Practice
4
CREATES Research Papers
4
Cambridge working papers in economics
4
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
MPRA Paper
4
Quantitative economics : QE ; journal of the Econometric Society
4
cemmap working paper
4
Computational Statistics & Data Analysis
3
ECB Working Paper
3
Econometrics
3
International review of financial analysis
3
Journal of Banking & Finance
3
Journal of Risk and Financial Management
3
Journal of financial econometrics
3
Journal of risk and financial management : JRFM
3
Quantitative Economics
3
Statistical Applications in Genetics and Molecular Biology
3
Tinbergen Institute Discussion Papers
3
Working paper series / European Central Bank
3
CESifo Working Paper
2
CESifo working papers
2
Cambridge Working Papers in Economics
2
Discussion papers / CEPR
2
Econometrics : open access journal
2
Economics Letters
2
European journal of operational research : EJOR
2
Finance research letters
2
IZA Discussion Papers
2
International journal of production research
2
Journal of Multivariate Analysis
2
Journal of banking & finance
2
Journal of international money and finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A multiple testing approach to the regularisation of large sample correlation matrices
Bailey, Natalia
;
Pesran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 507-534
Persistent link: https://www.econbiz.de/10012145084
Saved in:
2
Complete subset regressions
Elliott, Graham
;
Gargano, Antonio
;
Timmermann, Allan
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 357-373
Persistent link: https://www.econbiz.de/10010255136
Saved in:
3
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
4
Sparse Bayesian time-varying covariance estimation in many dimensions
Kastner, Gregor
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 98-115
Persistent link: https://www.econbiz.de/10012303382
Saved in:
5
Bayesian nonparametric sparse VAR models
Billio, Monica
;
Casarin, Roberto
;
Rossini, Luca
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 97-115
Persistent link: https://www.econbiz.de/10012303895
Saved in:
6
L1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 255-271
Persistent link: https://www.econbiz.de/10011598121
Saved in:
7
Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
;
Tsay, Ruey S.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441913
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->