Avoiding model selection by the use of shrinkage techniques
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Cited by:
- Danilov, D.L. & Magnus, J.R., 2001.
"On the Harm that Pretesting Does,"
Other publications TiSEM
f131c709-4db4-468d-9ae8-9, Tilburg University, School of Economics and Management.
- Danilov, D.L. & Magnus, J.R., 2001. "On the Harm that Pretesting Does," Discussion Paper 2001-37, Tilburg University, Center for Economic Research.
- 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.
- Sidika Basci & Asad Zaman, 1998. "Variance Estimates and Model Selection," Working Papers 9814, Department of Economics, Bilkent University.
- Baci, Sidika & Zaman, Asad, 1998. "Effects of skewness and kurtosis on model selection criteria," Economics Letters, Elsevier, vol. 59(1), pages 17-22, April.
- 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.
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