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Publicaties

Grouped heterogeneity in linear panel data models with heterogeneous error variances

Joint inference based on Stein-type averaging estimators in the linear regression model

Unbiased estimation of the OLS covariance matrix when the errors are clustered

Corrigendum: Wang and Leng (2016), High-dimensional ordinary least-squares projection for screening variables, Journal of the Royal Statistical Society Series B, 78, 589–611

Does modeling a structural break improve forecast accuracy?

Subspace Methods

Confidence Regions for Averaging Estimators

Forecasting using Random Subspace Methods

Optimal forecasts from Markov switching models

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Pers/media

Veni-beurzen voor veertien Groningse onderzoekers

Jonge RUG-onderzoekers slepen tien VENI’s in de wacht