THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
| Year of publication: |
2003
|
|---|---|
| Authors: | Leeb, Hannes ; P tscher, Benedikt M. |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 19.2003, 01, p. 100-142
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |