This thesis uses parameter clustering and restrictions on parameter magnitudes to achieve two different goals:
- accurate forecasting and
- valid inference in a data-rich environment.

Additional Metadata
Promotor R. Paap (Richard) , M. van der Wel (Michel)
Publisher Erasmus University Rotterdam
ISBN 978-90-361-0520-0
Persistent URL
Series Tinbergen Instituut Research Series
Nibbering, D. (2018, July 5). The Gains from Dimensionality (No. 716). Tinbergen Instituut Research Series. Erasmus University Rotterdam. Retrieved from