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 | |
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R. Paap (Richard) , M. van der Wel (Michel) | |
Erasmus University Rotterdam | |
hdl.handle.net/1765/109104 | |
Tinbergen Instituut Research Series | |
Organisation | Department of Econometrics |
Nibbering, D. (2018, July 5). The Gains from Dimensionality (No. 716). Tinbergen Instituut Research Series. Retrieved from http://hdl.handle.net/1765/109104 |