Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
| Year of publication: |
2009
|
|---|---|
| Authors: | Andrews, Donald W.K. ; Guggenberger, Patrik |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 152.2009, 1, p. 19-28
|