Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors

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@article{311c84e27d4f4683b6d20f0c89df27db,

title = "Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors",

author = "Eric Hillebrand and Lee Tae-Hwy",

year = "2012",

doi = "10.1108/S0731-9053(2012)0000030011",

language = "English",

volume = "30",

pages = "171--196",

journal = "Advances in Econometrics",

issn = "0731-9053",

publisher = "Emerald Group Publishing Ltd.",

}

TY - JOUR

T1 - Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors

AU - Hillebrand, Eric

AU - Tae-Hwy, Lee

PY - 2012

Y1 - 2012

U2 - 10.1108/S0731-9053(2012)0000030011

DO - 10.1108/S0731-9053(2012)0000030011

M3 - Journal article

SN - 0731-9053

VL - 30

SP - 171

EP - 196

JO - Advances in Econometrics

JF - Advances in Econometrics

ER -