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Volumn 19, Issue 1, 2003, Pages 100-142

The finite-sample distribution of post-model-selection estimators and uniform versus nonuniform approximations

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EID: 0037706986     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466603191050     Document Type: Review
Times cited : (95)

References (18)
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    • Giles, D.E.A. & V. Srivastava (1993) The exact distribution of a least squares regression coefficient estimator after a preliminary t-test. Statistics and Probability Letters 16, 59-64.
    • (1993) Statistics and Probability Letters , vol.16 , pp. 59-64
    • Giles, D.E.A.1    Srivastava, V.2
  • 7
    • 84993845567 scopus 로고
    • Pre-test estimation and testing in econometrics: Recent developments
    • Giles, J.A. & D.E.A. Giles (1993) Pre-test estimation and testing in econometrics: Recent developments. Journal of Economic Surveys 7, 145-197.
    • (1993) Journal of Economic Surveys , vol.7 , pp. 145-197
    • Giles, J.A.1    Giles, D.E.A.2
  • 11
    • 84974108208 scopus 로고
    • The effect of model selection on confidence regions and prediction regions
    • Kabaila, P. (1995) The effect of model selection on confidence regions and prediction regions. Econometric Theory 11, 537-549.
    • (1995) Econometric Theory , vol.11 , pp. 537-549
    • Kabaila, P.1
  • 12
    • 0038040399 scopus 로고    scopus 로고
    • The finite-sample distribution of post-model-selection estimators, and uniform versus non-uniform approximations
    • Department of Statistics, University of Vienna
    • Leeb, H. & B.M. Pötscher (2000) The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform versus Non-uniform Approximations. Technical Report, Department of Statistics, University of Vienna.
    • (2000) Technical Report
    • Leeb, H.1    Pötscher, B.M.2
  • 15
    • 84971851120 scopus 로고
    • Effects of model selection on inference
    • Pötscher, B.M. (1991) Effects of model selection on inference. Econometric Theory 7, 163-185.
    • (1991) Econometric Theory , vol.7 , pp. 163-185
    • Pötscher, B.M.1
  • 16
    • 0347634173 scopus 로고
    • Comment on "the effect of model selection on confidence regions and prediction regions"
    • Pötscher, B.M. (1995) Comment on "The effect of model selection on confidence regions and prediction regions." Econometric Theory 11, 550-559.
    • (1995) Econometric Theory , vol.11 , pp. 550-559
    • Pötscher, B.M.1
  • 17
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    • The distribution of estimators after model selection: Large and small sample results
    • Pötscher, B.M. & A.J. Novak (1998) The distribution of estimators after model selection: Large and small sample results. Journal of Statistical Computation and Simulation 60, 19-56.
    • (1998) Journal of Statistical Computation and Simulation , vol.60 , pp. 19-56
    • Pötscher, B.M.1    Novak, A.J.2
  • 18
    • 0038040406 scopus 로고
    • Asymptotic properties of maximum likelihood estimators based on conditional specification
    • Sen, P.K. (1979) Asymptotic properties of maximum likelihood estimators based on conditional specification. Annals of Statistics 7, 1019-1033.
    • (1979) Annals of Statistics , vol.7 , pp. 1019-1033
    • Sen, P.K.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.