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Empirical model discovery and theory evaluation : automatic selection methods in econometrics
Hendry, David F., (2014)
Representation and structure in economics : the methodology of econometric models of the comsumption function
Chao, Hsiang-Ke, (2014)
Representation and structure in economics : the methodology of econometric models of the consumption function
Chao, Hsiang-Ke, (2009)
The variance of an integrated process need not diverge to infinity, and related results on partial sums of stationary processes
Leeb, Hannes, (2001)
The finite-sample distribution of post-model-selection estimators and uniform versus nonuniform approximations
Leeb, Hannes, (2003)
Model selection and inference : facts and fiction
Leeb, Hannes, (2005)