Shrinkage Estimation of Semiparametric Multiplicative Error Models | BSE Publications

Authors: Christian Brownlees and Giampiero M. Gallo

International Journal of Forecasting, Vol. 27, No 2, 365--378, January, 2011

DOI:

10.1016/j.ijforecast.2010.04.005

© Barcelona Graduate School of Economics. All rights reserved.