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 |
-
Rekursive Schätzer im linearen ökonometrischen Modell
Lehner, Hansjörg, (1989)
-
Rational expectations econometrics
Hansen, Lars Peter, (1991)
-
Misspecification tests in econometrics : the Lagrange multiplier principle and other approaches
Godfrey, L. G., (1988)
- More ...
-
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 ...