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Hybrid and size-corrected subsample methods (joint with D.W.K. Andrews), June 2005, this version March 2007

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  • Patrik Guggenberger

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  • Patrik Guggenberger, "undated". "Hybrid and size-corrected subsample methods (joint with D.W.K. Andrews), June 2005, this version March 2007," UCLA Economics Online Papers 400, UCLA Department of Economics.
    • Handle: RePEc:cla:uclaol:400
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    File URL: http://www.econ.ucla.edu/people/papers/Guggenberger/Guggenberger400.pdf
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    as
    1. Leeb, Hannes & Pötscher, Benedikt M., 2005. "Model Selection And Inference: Facts And Fiction," Econometric Theory, Cambridge University Press, vol. 21(1), pages 21-59, February.
    2. Hannes Leeb, 2006. "The distribution of a linear predictor after model selection: Unconditional finite-sample distributions and asymptotic approximations," Papers math/0611186, arXiv.org.
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