2018-07-05
The Gains from Dimensionality
Publication
Publication
De baten van dimensionaliteit
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 | |
|---|---|
| R. Paap (Richard) , M. van der Wel (Michel) | |
| Erasmus University Rotterdam | |
| hdl.handle.net/1765/109104 | |
| Tinbergen Instituut Research Series | |
| Organisation | Department of Econometrics |
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Nibbering, D. (2018). The Gains from Dimensionality. In Tinbergen Instituut Research Series (716).http://hdl.handle.net/1765/109104 |
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