Bootstrapping improved estimators for linear regression models
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- Leeb, Hannes & P tscher, Benedikt M., 2008.
"Can One Estimate The Unconditional Distribution Of Post-Model-Selection Estimators?,"
Cambridge University Press, vol. 24(02), pages 338-376, April.
- Hannes Leeb & Benedikt M. Potscher, 2003. "Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?," Cowles Foundation Discussion Papers 1444, Cowles Foundation for Research in Economics, Yale University.
- Leeb, Hannes & Pötscher, Benedikt M., 2005. "Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?," MPRA Paper 72, University Library of Munich, Germany.
- Kazimi, Camilla & Brownstone, David, 1999.
"Bootstrap confidence bands for shrinkage estimators,"
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- Kazimi, C. & Brownstone, D., 1994. "Bootstrap Confidence Bands for Shrinkage Estimators," Papers 94-95-5, California Irvine - School of Social Sciences.
- McAleer, Michael & Veall, Michael R., 1995. "Data mining and the con in econometrics: the U.S. demand for money revisited," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 329-333.
- Helen X. H. Bao & Alan T. K. Wan, 2007. "Improved Estimators of Hedonic Housing Price Models," Journal of Real Estate Research, American Real Estate Society, vol. 29(3), pages 267-302.
- Vinod, H. D., 1995. "Double bootstrap for shrinkage estimators," Journal of Econometrics, Elsevier, vol. 68(2), pages 287-302, August.
- Lee C. Adkins, 2013. "The Restricted Least Squares Stein-Rule in gretl," Economics Working Paper Series 1305, Oklahoma State University, Department of Economics and Legal Studies in Business.
- Ohtani, Kazuhiro, 2000. "Bootstrapping R2 and adjusted R2 in regression analysis," Economic Modelling, Elsevier, vol. 17(4), pages 473-483, December.
- Akio Namba & Kazuhiro Ohtani, 2015. "MSE Performance of the Weighted Average Estimators Consisting of Shrinkage Estimators," Discussion Papers 1513, Graduate School of Economics, Kobe University.
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