Model selection and inference : facts and fiction
Year of publication: |
2005
|
---|---|
Authors: | Leeb, Hannes ; Pötscher, Benedikt M. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 21.2005, 1, p. 21-59
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Ökonometrisches Modell | Econometric model |
-
Inkmann, Joachim, (2001)
-
Estimating stochastic volatility models through indirect inference
Monfardini, Chiara, (1998)
-
Ökonometrische Schätzungen bei generell nichtstationären datengenerierenden Prozessen
Funke, Claudia, (1999)
- More ...
-
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding.
Pötscher, Benedikt M., (2007)
-
Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?
Leeb, Hannes, (2005)
-
Leeb, Hannes, (2012)
- More ...