CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
| Year of publication: |
2008
|
|---|---|
| Authors: | Leeb, Hannes ; Pötscher, Benedikt M. ; Ahmed, S.E. ; Basu, A.K. ; Bauer, P. ; Pötscher, B.M. ; Hackl, P. ; Billingsley, P. ; Brownstone, D. ; Danilov, D.L. ; Magnus, J.R. ; Dijkstra, T.K. ; Veldkamp, J.H. ; Dukic, V.M. ; Peña, E.A. ; Freedman, D.A. ; Navidi, W. ; Peters, S.C. ; Hansen, P.R. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 24.2008, 2, p. 338-376
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