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Asymptotic theory for regressions with smoothly changing parameters
Hillebrand, Eric; Medeiros, Marcelo C.; Xu, Junyue - In: Journal of time series econometrics 5 (2013) 2, pp. 133-162
Persistent link: https://www.econbiz.de/10010225454
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Asymptotic theory for regressions with smoothly changing parameters
Hillebrand, Eric; Medeiros, Marcelo C.; Xu, Junyue - 2012
Persistent link: https://www.econbiz.de/10009562840
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Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors
Hillebrand, Eric; Lee, Tae-hwy - 2012
Persistent link: https://www.econbiz.de/10009531575
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Dynamic factor models
Hillebrand, Eric (ed.); Koopman, Siem Jan (ed.) - 2016 - First edition
Persistent link: https://www.econbiz.de/10011416192
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Stein-Rule estimation and generalized shrinkage methods for forecasting using many predictors
Hillebrand, Eric; Lee, Tae-hwy - 2012
Persistent link: https://www.econbiz.de/10009627569
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Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors
Hillebrand, Eric; Lee, Tae-hwy - In: 30th anniversary edition, (pp. 171-196). 2012
Persistent link: https://www.econbiz.de/10009711986
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Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk; Hillebrand, Eric; Urga, Giovanni - 2015
Persistent link: https://www.econbiz.de/10011409357
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Bagging weak predictors
Hillebrand, Eric; Lukas, Manuel; Wei, Wei - In: International journal of forecasting 37 (2021) 1, pp. 237-254
Persistent link: https://www.econbiz.de/10012692700
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Bagging weak predictors
Hillebrand, Eric; Lukas, Manuel; Wei, Wei - 2020
Persistent link: https://www.econbiz.de/10012607673
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Essays on cointegrating polynomial regressions with applications to the EKC
Grabarczyk, Peter - 2017
Persistent link: https://www.econbiz.de/10012795086