Asymptotic optimality of generalized C L, cross-validation, and generalized cross-validation in regression with heteroskedastic errors
Year of publication: |
1991
|
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Authors: | Andrews, Donald W. K. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 47.1991, 2, p. 359-377
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Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
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