deal with a large number of possible predictors, we specify a prior that allows for both variable selection and shrinkage …

- depending on the employed shrinkage method. …

estimators to explain the cryptocurrencies´ returns. We further introduce a novel model averaging approach or the shrinkage …

to supplement the literature by studying the class of OLS post-selection estimators. Inspired by the shrinkage averaging … estimator (SAE) and the Mallows model averaging (MMA) estimator, we further propose a shrinkage MMA (SMMA) estimator for …

deal with a large number of possible predictors, we specify a prior that allows for both variable selection and shrinkage …