Tom Boot

发表

Macroeconomic Forecasting under Regime Switching, Structural Breaks and High-dimensional Data

Tom Boot, 2017 .

Forecasting using random subspace methods

Didier Nibbering, Tom Boot, D. Nibbering, 2019, Journal of Econometrics.

Forecasting Using Random Subspace Methods

Tom Boot, D. Nibbering, Didier Nibbering, 2017, Journal of Econometrics.

Inference in High-Dimensional Linear Regression Models

Tom Boot, D. Nibbering, 2017, 1703.03282.

Confidence Regions for Averaging Estimators

Tom Boot, 2019 .

Confidence intervals in high-dimensional regression based on regularized pseudoinverses

Tom Boot, D. Nibbering, 2017 .

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

T. Wansbeek, Tom Boot, Gianmaria Niccodemi, 2022, 2206.09644.

Identification-robust inference under many instruments, heteroskedasticity and invariant moment conditions

Tom Boot, Johannes W. Ligtenberg, 2022 .

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

T. Wansbeek, Tom Boot, Gianmaria Niccodemi, 2022, 2206.09644.

Identification- and many instrument-robust inference via invariant moment conditions

Tom Boot, Johannes W. Ligtenberg, 2023, 2303.07822.

Does modeling a structural break improve forecast accuracy?

A. Pick, Tom Boot, 2020, Journal of Econometrics.

Optimal Forecasts from Markov Switching Models

A. Pick, Tom Boot, 2014 .

Uniform Inference in Linear Error-in-Variables Models: Divide-and-Conquer

Tom Boot, Artūras Juodis, 2023, 2301.04439.

Identification- and many instrument-robust inference via invariant moment conditions

Tom Boot, Johannes W. Ligtenberg, 2023, 2303.07822.

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

Tom Boot, 2023, Journal of Econometrics.

A Near Optimal Test for Structural Breaks When Forecasting Under Square Error Loss

A. Pick, Tom Boot, 2017 .