Media type: E-Article Title: The Risk of James–Stein and Lasso Shrinkage Contributor: Hansen, Bruce E. imprint: Informa UK Limited, 2016 Published in: Econometric Reviews Language: English DOI: 10.1080/07474938.2015.1092799 ISSN: 0747-4938; 1532-4168 Origination: Footnote: