A Comparative Study of Different Shrinkage Estimators for Panel Data Models
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- Herbert Brücker & Boriss Siliverstovs, 2006.
"On the estimation and forecasting of international migration: how relevant is heterogeneity across countries?,"
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- Slavutskaya, Anna, 2013. "Short-term hedge fund performance," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4404-4431.
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More about this item
KeywordsBayesian shrinkage estimator; Parameter heterogeneity; Stein-rule estimator;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
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