Shrinkage estimation of semiparametric multiplicative error models
Year of publication: |
2011
|
---|---|
Authors: | Brownlees, Christian ; Gallo, Giampiero M. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 27.2011, 2, p. 365-378
|
Subject: | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Kointegration | Cointegration |
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