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Rino Goller
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Scholarly Papers (1)
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On the Use of Shrinkage Estimators in Filtering Extraneous Information
Giornale degli Economisti e Annali di Economia, Anno 54, No. 7/9, pp. 453-480, Temi Attuali Della Ricerca Econometrica, 1995
Number of pages: 29
Posted: 29 Apr 2016
Achille Vernizzi
, Rino Goller and
Paolo Sais
Department of Economics, Management and Quantitative Methods, Università degli Studi di Milano, Independent and Independent
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Abstract:
Shrinkage Estimators, Ridge Regression, James-Stein Estimator, Pre-Test Estimators
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