Abstract
This special issue is concerned with model selection and shrinkage estimators. This Introduction gives an overview of the papers published in this special issue.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 1343-1346 |
| Number of pages | 4 |
| Journal | Econometric Reviews |
| Volume | 35 |
| Issue number | 8-10 |
| DOIs | |
| State | Published - Nov 25 2016 |
| Externally published | Yes |
Keywords
- Lasso
- Model averaging
- Model selection
- Shrinkage
ASJC Scopus subject areas
- Economics and Econometrics