A Stein-rule method for pooling data

DOI10.1016/0165-1765(83)90175-1MaRDI QIDQ374751zbMATH OpenOpenAlexFDO

Authors Rod F. Ziemer, Michael E. Wetzstein

Publication date 24 October 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(83)90175-1

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(8)

• Cluster analysis of panel data sets using non-standard optimisation of information criteria
• Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors
• Shrinkage of variance for minimum distance based tests
• A new statistical strategy for pooling: ELI
• Stein-rule least squares estimation: A heuristic for fallible data
• A ridge to homogeneity for linear models
• Integrative interaction analysis using threshold gradient directed regularization
• A sufficient condition for pooling data

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