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The Effect of Model Selection on Confidence Regions and Prediction Regions
Kabaila, Paul - In: Econometric theory 11 (1995) 3, pp. 537-549
Persistent link: https://www.econbiz.de/10007007242
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On Variable Selection in Linear Regression
Kabaila, Paul - In: Econometric theory 18 (2002) 4, pp. 913-925
Persistent link: https://www.econbiz.de/10006973196
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Sparse estimators and the oracle property, or the return of Hodges’ estimator
Leeb, Hannes; Pötscher, Benedikt M. - In: Journal of econometrics 142 (2008) 1, pp. 201-211
Persistent link: https://www.econbiz.de/10007894513
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CORRIGENDUM: Correction to "Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results"
Leeb, Hannes; Pötscher, Benedikt M.; Leeb, H.; … - In: Econometric theory 24 (2008) 2, pp. 581
Persistent link: https://www.econbiz.de/10007912718
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CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
Leeb, Hannes; Pötscher, Benedikt M.; Ahmed, S.E.; … - In: Econometric theory 24 (2008) 2, pp. 338-376
Persistent link: https://www.econbiz.de/10007912727
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GUEST EDITORS' EDITORIAL: RECENT DEVELOPMENTS IN MODEL SELECTION AND RELATED AREAS
Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 24 (2008) 2, pp. 319-322
Persistent link: https://www.econbiz.de/10007912729
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THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 19 (2003) 1, pp. 100-142
Persistent link: https://www.econbiz.de/10006970547
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ARTICLES - The Variance of an Integrated Process Need Not Diverge to Infinity, and Related Results on Partial Sums of Stationary Processes
Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 17 (2001) 4, pp. 671-685
Persistent link: https://www.econbiz.de/10006978091
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PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS
Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 22 (2006) 1, pp. 69-97
Persistent link: https://www.econbiz.de/10006955264
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MODEL SELECTION AND INFERENCE: FACTS AND FICTION
Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 21 (2005) 1, pp. 21-59
Persistent link: https://www.econbiz.de/10006960653