Avoiding model selection by the use of shrinkage techniques
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 25 (1984)
Issue (Month): 1-2 ()
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Web page: http://www.elsevier.com/locate/jeconom
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- Sýdýka Baþçý & Asad Zaman & Arzdar Kiracý, 2010.
"Variance Estimates and Model Selection,"
International Econometric Review (IER),
Econometric Research Association, vol. 2(2), pages 57-72, September.
- Baci, Sidika & Zaman, Asad, 1998. "Effects of skewness and kurtosis on model selection criteria," Economics Letters, Elsevier, vol. 59(1), pages 17-22, April.
- Danilov, D.L., 2003. "The Effects of Pretesting in Econometrics with Applications in Finance," Open Access publications from Tilburg University urn:nbn:nl:ui:12-91885, Tilburg University.
- Rickman, Dan S., 1995. "A bayesian analysis of the use of pooled coefficients in a structural regional economic model," International Journal of Forecasting, Elsevier, vol. 11(3), pages 477-490, September.
- Danilov, D.L. & Magnus, J.R., 2001. "On the Harm that Pretesting Does," Discussion Paper 2001-37, Tilburg University, Center for Economic Research.
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