Bayesian shrinkage estimates and forecasts of individual and total or aggregate outcomes
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References listed on IDEAS
- Zellner, Arnold & Chen, Bin, 2001. "Bayesian Modeling Of Economies And Data Requirements," Macroeconomic Dynamics, Cambridge University Press, vol. 5(05), pages 673-700, November.
- Zellner, Arnold & Tobias, Justin, 2001.
"Further Results on Bayesian Method of Moments Analysis of the Multiple Regression Model,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(1), pages 121-140, February.
- Tobias, Justin & Zellner, Arnold, 2001. "Further Results on Bayesian Method of Moments Analysis of the Multiple Regression Model," Staff General Research Papers Archive 12021, Iowa State University, Department of Economics.
- Zellner, Arnold, 1998. "The finite sample properties of simultaneous equations' estimates and estimators Bayesian and non-Bayesian approaches," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 185-212.
- Dey, Dipak K. & Ghosh, Malay & Strawderman, William E., 1999. "On estimation with balanced loss functions," Statistics & Probability Letters, Elsevier, vol. 45(2), pages 97-101, November.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mishra, Anil V., 2016.
"Foreign bias in Australian-domiciled mutual fund holdings,"
Pacific-Basin Finance Journal,
Elsevier, vol. 39(C), pages 101-123.
- Mishra, Anil V, 2015. "Foreign Bias in Australian Domiciled Mutual Fund Holdings," MPRA Paper 63376, University Library of Munich, Germany.
- repec:eee:ecanpo:v:57:y:2018:i:c:p:9-21 is not listed on IDEAS
- Mishra, Anil V., 2015. "Measures of equity home bias puzzle," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 293-312.
- repec:eee:revfin:v:33:y:2017:i:c:p:41-54 is not listed on IDEAS
More about this item
KeywordsBayesian-Stein shrinkage estimation and prediction of totals Balanced loss functions Shrinkage forecasts Multivariate shrinkage techniques;
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