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Dynamic nonlinear econometric models : asymptotic theory
Pötscher, Benedikt M.; Prucha, Ingmar R. - 1997
Persistent link: https://www.econbiz.de/10000962363
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A class of partially adaptive one-step M- estimators for the non-linear regression model with dependent observations
Pötscher, Benedikt M.; Prucha, Ingmar R. - In: Journal of econometrics 32 (1986) 2, pp. 219-251
Persistent link: https://www.econbiz.de/10003652412
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Can one estimate the unconditional distribution of post-model-selection estimators?
Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 24 (2008) 2, pp. 338-376
Persistent link: https://www.econbiz.de/10003894196
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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/10003608158
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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 (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002174801
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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/10003272610
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Sparse estimators and the oracle property, or the return of Hodges' estimator
Leeb, Hannes; Pötscher, Benedikt M. - 2005
Persistent link: https://www.econbiz.de/10002770455
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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/10001728181
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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/10002674554
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Lower risk bounds and properties of confidence sets for ill-posed estimation problems with applications to spectral density and persistence estimation, unit roots, and estimation o...
Pötscher, Benedikt M. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 3, pp. 1035-1065
Persistent link: https://www.econbiz.de/10001688015