Shrinkage estimation of semiparametric multiplicative error models

International Journal of Forecasting

Volumn 27, Issue 2, 2011, Pages 365-378

  Brownlees, Christian T ^a,b   Gallo, Giampiero M ^b  

^a NEW YORK UNIVERSITY   (United States)

^b Dipartimento di Statistica 'G Parenti'   (Italy)

Author keywords

ACD; CV; FIC; Forecasting; MEM; Shrinkage estimation

Indexed keywords

EID: 78650929604     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2010.04.005     Document Type: Article

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