Pitfalls of post-model-selection testing: experimental quantification
Year of publication: |
2011
|
---|---|
Authors: | Demetrescu, Matei ; Hassler, Uwe ; Kuzin, Vladimir |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 40.2011, 2, p. 359-372
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Pre-test estimator | Model selection | Empirical size |
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