THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
Year of publication: |
2003
|
---|---|
Authors: | Leeb, Hannes ; Pötscher, Benedikt M. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 19.2003, 1, p. 100-142
|
Saved in:
Saved in favorites
Similar items by person
-
Leeb, Hannes, (2009)
-
Recent developments in model selection and related areas : guest editors' editorial
Leeb, Hannes, (2008)
-
Can one estimate the unconditional distribution of post-model-selection estimators?
Leeb, Hannes, (2008)
- More ...