Last Night a Shrinkage Saved My Life: Economic Growth, Model Uncertainty and Correlated Regressors

Paul Hofmarcher; Jesús Crespo Cuaresma; Bettina Grün; Kurt Hornik

doi:10.1002/for.2328

Last Night a Shrinkage Saved My Life: Economic Growth, Model Uncertainty and Correlated Regressors

Paul Hofmarcher, Jesús Crespo Cuaresma, Bettina Grün, Kurt Hornik

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	133-144
Number of pages	12
Journal	Journal of Forecasting
Volume	34
Issue number	2
DOIs	https://doi.org/10.1002/for.2328
Publication status	Published - 2015

Fields of science

101018 Statistics
509 Other Social Sciences

JKU Focus areas

Computation in Informatics and Mathematics
Social Systems, Markets and Welfare States

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

Access to Document

10.1002/for.2328

Cite this

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title = "Last Night a Shrinkage Saved My Life: Economic Growth, Model Uncertainty and Correlated Regressors",

author = "Paul Hofmarcher and \{Crespo Cuaresma\}, Jes{\'u}s and Bettina Gr{\"u}n and Kurt Hornik",

year = "2015",

doi = "10.1002/for.2328",

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volume = "34",

pages = "133--144",

journal = "Journal of Forecasting",

issn = "1099-131X",

number = "2",

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T1 - Last Night a Shrinkage Saved My Life: Economic Growth, Model Uncertainty and Correlated Regressors

AU - Hofmarcher, Paul

AU - Crespo Cuaresma, Jesús

AU - Grün, Bettina

AU - Hornik, Kurt

PY - 2015

Y1 - 2015

UR - http://www.ifas.jku.at

U2 - 10.1002/for.2328

DO - 10.1002/for.2328

M3 - Article

SN - 1099-131X

VL - 34

SP - 133

EP - 144

JO - Journal of Forecasting

JF - Journal of Forecasting

IS - 2

ER -

Last Night a Shrinkage Saved My Life: Economic Growth, Model Uncertainty and Correlated Regressors

Fields of science

JKU Focus areas

UN SDGs

Access to Document

Other files and links

Applications of Statistical Methods

Advanced Regression Methods for Macro-Economic Indicators as Explanatory Variables

Cite this

Last Night a Shrinkage Saved My Life: Economic Growth, Model Uncertainty and Correlated Regressors

Fields of science

JKU Focus areas

UN SDGs

Access to Document

Other files and links

Projects

Applications of Statistical Methods

Advanced Regression Methods for Macro-Economic Indicators as Explanatory Variables

Cite this