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Localized model selection for regression
Yang, Yuhong - In: Econometric theory 24 (2008) 2, pp. 472-492
Persistent link: https://www.econbiz.de/10003894209
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Minimizing average risk in regression models
Claeskens, Gerda; Hjort, Nils Lid - In: Econometric theory 24 (2008) 2, pp. 493-527
Persistent link: https://www.econbiz.de/10003894211
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Fast rates for estimation error and oracle inequalities for model selection
Bartlett, Peter L. - In: Econometric theory 24 (2008) 2, pp. 545-552
Persistent link: https://www.econbiz.de/10003894216
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General specification testing with locally misspecified models
Bera, Anil K.; Montes-Rojas, Gabriel; Sosa Escudero, Walter - In: Econometric theory 26 (2010) 6, pp. 1838-1845
Persistent link: https://www.econbiz.de/10008738321
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Optimality of GLS for one-step-ahead forecasting with RegARIMA and related models when the regression is misspecified
Findley, David F. - In: Econometric theory 23 (2007) 6, pp. 1083-1107
Persistent link: https://www.econbiz.de/10003591818
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Specification tests for lattice processes
Hidalgo, Javier; Seo, Myung Hwan - In: Econometric theory 31 (2015) 2, pp. 294-336
Persistent link: https://www.econbiz.de/10010532062
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A simple omnibus overidentification specification test for time series econometric models
Dominguez, Manuel A.; Lobato, Ignacio N. - In: Econometric theory 31 (2015) 4, pp. 891-910
Persistent link: https://www.econbiz.de/10011341923
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Specification test for missing functional data
Bugni, Federico A. - In: Econometric theory 28 (2012) 5, pp. 959-1002
Persistent link: https://www.econbiz.de/10009714727
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Estimation of binary choice models with linear index and dummy endogenous variables
Yildiz, Neşe - In: Econometric theory 29 (2013) 2, pp. 354-392
Persistent link: https://www.econbiz.de/10009760003
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Nonparametric identification of accelerated failure time competing risks models
Lee, Sokbae; Lewbel, Arthur - In: Econometric theory 29 (2013) 5, pp. 905-919
Persistent link: https://www.econbiz.de/10010248323