Tom Boot

University of Groningen

P.O. Box 800

9700 AH Groningen, Groningen 9700 AV

Netherlands

  • University of Groningen

SCHOLARLY PAPERS

3

DOWNLOADS

416

TOTAL CITATIONS

0

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

Grouped heterogeneity in linear panel data models with heterogeneous error variances

Number of pages: 61 Posted: 16 Feb 2022
Jhordano Aguilar and Tom Boot
University of Groningen - Faculty of Economics and Business and University of Groningen
Downloads 267 (233,621)

Abstract:

Loading...

panel data, clustering, R&D investment

2.

Inference in High-Dimensional Linear Regression Models

Tinbergen Institute Discussion Paper 2017-032/III
Number of pages: 50 Posted: 16 Mar 2017 Last Revised: 22 Oct 2017
Tom Boot and Didier Nibbering
University of Groningen and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 100 (541,339)

Abstract:

Loading...

high-dimensional regression, confidence intervals, Moore-Penrose pseudoinverse, random projection, ridge regression

3.

A Near Optimal Test for Structural Breaks When Forecasting Under Square Error Loss

TI 2017-039/III Tinbergen Institute Discussion Paper
Number of pages: 56 Posted: 19 Apr 2017
Tom Boot and Andreas Pick
University of Groningen and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 49 (788,856)

Abstract:

Loading...

structural break test, forecasting, squared error loss