Skip to ContentSkip to Navigation
About us Practical matters How to find us dr. T. (Tom) Boot

Publications

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

Read more

Press/media

Veni-beurzen voor veertien Groningse onderzoekers

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