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type_genre:"Non-commercial literature"
~isPartOf:"EIEF working paper"
~person:"Magnus, Jan R."
~type_genre:"Sammlung"
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Estimation theory
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Schätztheorie
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WALS
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adaptive lasso
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asymptotic normality
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confidence intervals
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consistency
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double-shrinkage estimators
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frequentist model averaging
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Magnus, Jan R.
De Luca, Giuseppe
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Peracchi, Franco
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Discussion paper / Tinbergen Institute
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Discussion paper / Center for Economic Research, Tilburg University
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Suntory Toyota International Centre for Economics and Related Disciplines
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ECONIS (ZBW)
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Asymptotic properties of the weighted-average least squares (WALS) estimator
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
-
2022
Persistent link: https://www.econbiz.de/10013174413
Saved in:
2
Weighted-average least squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
-
2021
Persistent link: https://www.econbiz.de/10013171749
Saved in:
3
Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
-
2020
Persistent link: https://www.econbiz.de/10012382228
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