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The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations
Leeb, Hannes, Poetscher, Benedikt M.Year:
2000
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.221188
File:
PDF, 428 KB
english, 2000