Mallows criterion for heteroskedastic linear regressions with many regressors
Year of publication: |
2021
|
---|---|
Authors: | Anatolyev, Stanislav |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 203.2021, p. 1-4
|
Subject: | Conditional heteroskedasticity | Mallows criterion | Many regressors | Model selection | Theorie | Theory | Regressionsanalyse | Regression analysis | Heteroskedastizität | Heteroscedasticity |
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