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CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
Leeb, Hannes, Pötscher, Benedikt M.Volume:
24
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466608080158
Date:
April, 2008
File:
PDF, 302 KB
english, 2008