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THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
Leeb, Hannes, Pötscher, Benedikt M.Volume:
19
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466603191050
Date:
February, 2003
File:
PDF, 293 KB
english, 2003